+13,507.3%
GOOGL vs CB
+1,250.9%
+12,256.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -2.3% | +0.5% | -2.8% | -2.5% |
| 30D | -6.6% | -3.1% | -3.4% | -5.5% |
| 3M | -8.9% | +9.0% | -17.9% | -12.3% |
| 6M | +11.9% | +2.9% | +9.0% | +9.9% |
| YTD | +8.3% | +10.1% | -1.8% | +3.4% |
| 1Y | +46.2% | +22.8% | +23.4% | +33.4% |
| 3Y | +151.9% | +73.8% | +78.1% | +95.9% |
| 5Y | +137.7% | +99.2% | +38.5% | +73.3% |
| 10Y | +757.6% | +218.2% | +539.3% | +393.8% |
| All | +13,507.3% | +1,250.9% | +12,256.4% | +4,338.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling