+4.5%
GOOGL vs CB
+28.2%
-23.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.9% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -15.6% | +7.4% | -23.0% | -13.5% |
| 3M | -13.0% | +8.6% | -21.6% | -10.5% |
| 6M | -22.8% | +16.1% | -38.9% | -18.6% |
| YTD | -4.4% | +20.2% | -24.6% | +3.0% |
| 1Y | +4.5% | +27.2% | -22.7% | +18.4% |
| All | +4.5% | +28.2% | -23.8% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling