+622.2%
GOOGL vs CF
+546.3%
+75.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +3.3% | -0.9% | +4.2% | +3.3% |
| 30D | -18.1% | +6.9% | -25.0% | -18.9% |
| 3M | -18.6% | +4.8% | -23.5% | -19.4% |
| 6M | -28.0% | +4.7% | -32.7% | -29.1% |
| YTD | -7.8% | +56.5% | -64.2% | -16.5% |
| 1Y | +3.6% | +48.4% | -44.8% | -5.4% |
| 3Y | +123.4% | +59.1% | +64.2% | +97.5% |
| 5Y | +95.3% | +109.5% | -14.2% | +56.7% |
| 10Y | +622.2% | +487.0% | +135.2% | +393.3% |
| All | +622.2% | +546.3% | +75.9% | +393.3% |
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