+643.6%
GOOGL vs CF
+494.2%
+149.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -0.6% |
| 7D | +2.6% | +4.8% | -2.1% | +1.9% |
| 30D | -18.3% | +9.7% | -28.0% | -19.4% |
| 3M | -19.6% | +1.2% | -20.8% | -20.0% |
| 6M | -28.2% | +7.4% | -35.6% | -29.5% |
| YTD | -8.0% | +60.5% | -68.5% | -17.0% |
| 1Y | -0.7% | +50.7% | -51.4% | -9.6% |
| 3Y | +118.8% | +64.8% | +54.0% | +92.4% |
| 5Y | +98.9% | +115.8% | -16.9% | +58.6% |
| 10Y | +643.6% | +481.0% | +162.6% | +395.4% |
| All | +643.6% | +494.2% | +149.4% | +395.4% |
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