+4,706.7%
GOOGL vs CF
+5,948.3%
-1,241.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | -2.3% | +6.0% | -8.3% | -3.4% |
| 30D | -6.6% | +14.8% | -21.4% | -9.2% |
| 3M | -8.9% | +14.1% | -23.0% | -11.7% |
| 6M | +11.9% | +28.5% | -16.7% | +4.1% |
| YTD | +8.3% | +74.9% | -66.6% | -5.7% |
| 1Y | +46.2% | +61.7% | -15.5% | +28.8% |
| 3Y | +151.9% | +80.3% | +71.5% | +112.4% |
| 5Y | +137.7% | +226.0% | -88.3% | +68.6% |
| 10Y | +757.6% | +569.9% | +187.7% | +379.8% |
| All | +4,706.7% | +5,948.3% | -1,241.6% | +1,379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling