+746.7%
GOOGL vs CFG
+308.1%
+438.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | -7.5% | -4.5% | -2.9% | -6.3% |
| 3M | -9.2% | +6.3% | -15.5% | -10.8% |
| 6M | +8.1% | +20.6% | -12.5% | +2.5% |
| YTD | +5.8% | +21.2% | -15.4% | 0.0% |
| 1Y | +38.3% | +38.2% | +0.2% | +25.9% |
| 3Y | +144.8% | +185.9% | -41.2% | +79.5% |
| 5Y | +132.5% | +97.0% | +35.6% | +85.3% |
| 10Y | +746.7% | +306.8% | +439.9% | +460.7% |
| All | +746.7% | +308.1% | +438.6% | +460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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