+1,041.9%
GOOGL vs CFG
+396.4%
+645.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | +1.5% | -3.8% | -2.7% |
| 30D | -6.6% | -3.8% | -2.7% | -5.6% |
| 3M | -8.9% | +11.5% | -20.4% | -11.8% |
| 6M | +11.9% | +19.2% | -7.3% | +6.4% |
| YTD | +8.3% | +23.7% | -15.4% | +1.7% |
| 1Y | +46.2% | +38.8% | +7.4% | +32.8% |
| 3Y | +151.9% | +178.9% | -27.0% | +85.4% |
| 5Y | +137.7% | +101.8% | +35.9% | +87.5% |
| 10Y | +757.6% | +317.3% | +440.3% | +409.1% |
| All | +1,041.9% | +396.4% | +645.6% | +540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling