+151.7%
GOOGL vs CF
+73.9%
+77.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.3% |
| 7D | -2.3% | +6.0% | -8.3% | -2.0% |
| 30D | -6.6% | +14.8% | -21.4% | -5.9% |
| 3M | -8.9% | +14.1% | -23.0% | -8.3% |
| 6M | +11.9% | +28.5% | -16.7% | +11.5% |
| YTD | +8.3% | +74.9% | -66.6% | +5.9% |
| 1Y | +46.2% | +61.7% | -15.5% | +43.6% |
| All | +151.7% | +73.9% | +77.7% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling