+622.2%
GOOGL vs CB
+246.2%
+376.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +3.3% | -1.5% | +4.8% | +3.8% |
| 30D | -18.1% | +6.5% | -24.6% | -19.8% |
| 3M | -18.6% | +4.1% | -22.7% | -19.8% |
| 6M | -28.0% | +14.4% | -42.4% | -31.5% |
| YTD | -7.8% | +17.5% | -25.3% | -13.3% |
| 1Y | +3.6% | +27.5% | -23.9% | -5.4% |
| 3Y | +123.4% | +71.6% | +51.8% | +78.0% |
| 5Y | +95.3% | +100.6% | -5.3% | +44.4% |
| 10Y | +622.2% | +243.0% | +379.2% | +340.1% |
| All | +622.2% | +246.2% | +376.0% | +340.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling