+137.7%
GOOGL vs CFG
+100.9%
+36.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +1.1% | +2.7% | -1.6% | +0.3% |
| 30D | -4.4% | -3.7% | -0.7% | -3.5% |
| 3M | -6.8% | +9.5% | -16.3% | -9.4% |
| 6M | +13.6% | +22.2% | -8.7% | +6.9% |
| YTD | +8.3% | +22.3% | -14.0% | +1.5% |
| 1Y | +44.9% | +39.4% | +5.5% | +30.4% |
| 3Y | +150.5% | +188.5% | -38.0% | +77.8% |
| 5Y | +137.7% | +101.5% | +36.2% | +91.0% |
| All | +137.7% | +100.9% | +36.8% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling