+667.7%
GOOGL vs CF
+485.9%
+181.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +1.6% | +10.4% | -8.8% | +0.2% |
| 30D | -16.8% | +7.6% | -24.4% | -17.7% |
| 3M | -14.6% | +5.2% | -19.7% | -15.5% |
| 6M | -24.4% | -0.1% | -24.3% | -24.9% |
| YTD | -6.1% | +61.7% | -67.7% | -15.4% |
| 1Y | +1.0% | +50.3% | -49.3% | -8.0% |
| 3Y | +123.4% | +66.0% | +57.4% | +96.2% |
| 5Y | +103.2% | +114.5% | -11.3% | +62.3% |
| 10Y | +667.7% | +471.5% | +196.2% | +405.8% |
| All | +667.7% | +485.9% | +181.9% | +405.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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