+643.6%
GOOGL vs CFG
+230.2%
+413.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | -18.3% | +2.8% | -21.1% | -18.9% |
| 3M | -19.6% | -10.1% | -9.5% | -17.4% |
| 6M | -28.2% | +3.2% | -31.4% | -29.1% |
| YTD | -8.0% | +14.2% | -22.2% | -11.8% |
| 1Y | -0.7% | +27.4% | -28.1% | -7.6% |
| 3Y | +118.8% | +187.6% | -68.8% | +60.2% |
| 5Y | +98.9% | +65.7% | +33.2% | +65.7% |
| 10Y | +643.6% | +219.7% | +423.9% | +477.6% |
| All | +643.6% | +230.2% | +413.4% | +477.6% |
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