+860.8%
GOOGL vs CFG
+347.0%
+513.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +1.8% | -0.9% | +2.7% | +2.0% |
| 30D | -18.8% | +1.1% | -19.8% | -19.0% |
| 3M | -20.3% | -12.0% | -8.4% | -17.7% |
| 6M | -28.4% | -2.2% | -26.1% | -28.2% |
| YTD | -8.8% | +11.4% | -20.2% | -12.0% |
| 1Y | +0.3% | +27.8% | -27.6% | -6.8% |
| 3Y | +120.7% | +173.3% | -52.6% | +63.7% |
| 5Y | +93.1% | +62.4% | +30.7% | +61.7% |
| 10Y | +636.1% | +249.6% | +386.5% | +359.1% |
| All | +860.8% | +347.0% | +513.8% | +453.4% |
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