+616.9%
GOOGL vs CF
+561.7%
+55.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +1.8% | -3.2% | +4.9% | +2.1% |
| 30D | -18.8% | +4.3% | -23.1% | -19.3% |
| 3M | -20.3% | +2.8% | -23.2% | -20.9% |
| 6M | -28.4% | +0.6% | -29.0% | -29.0% |
| YTD | -8.8% | +56.6% | -65.5% | -17.4% |
| 1Y | +0.3% | +49.6% | -49.3% | -8.6% |
| 3Y | +120.7% | +61.5% | +59.2% | +94.9% |
| 5Y | +93.1% | +124.0% | -30.8% | +53.0% |
| All | +616.9% | +561.7% | +55.2% | +400.1% |
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