+700.7%
GOOGL vs CB
+246.5%
+454.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -15.6% | +7.4% | -23.0% | -17.5% |
| 3M | -13.0% | +8.6% | -21.6% | -15.4% |
| 6M | -22.8% | +16.1% | -38.9% | -26.9% |
| YTD | -4.4% | +20.2% | -24.6% | -10.8% |
| 1Y | +4.5% | +27.2% | -22.7% | -4.5% |
| 3Y | +127.4% | +72.7% | +54.7% | +81.1% |
| 5Y | +102.8% | +105.9% | -3.1% | +48.7% |
| All | +700.7% | +246.5% | +454.2% | +381.8% |
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