+6.5%
GOOGL vs CF
+50.1%
-43.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.9% | +4.8% | -0.9% | +5.0% |
| 30D | -14.9% | +4.7% | -19.6% | -13.9% |
| 3M | -14.6% | +7.4% | -22.0% | -12.7% |
| 6M | -26.4% | +0.6% | -27.0% | -26.0% |
| YTD | -5.3% | +64.1% | -69.4% | +10.8% |
| 1Y | +6.5% | +51.4% | -45.0% | +19.2% |
| All | +6.5% | +50.1% | -43.6% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling