+4.4%
GOOGL vs CI
+21.2%
-16.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +3.3% |
| 7D | -11.1% | +3.5% | -14.6% | -11.0% |
| 30D | -16.6% | +12.6% | -29.2% | -16.5% |
| 3M | -23.4% | +12.1% | -35.5% | -23.2% |
| 6M | -24.5% | +10.6% | -35.1% | -24.3% |
| YTD | -7.5% | +12.8% | -20.4% | -7.0% |
| 1Y | +4.4% | +18.0% | -13.6% | +7.0% |
| All | +4.4% | +21.2% | -16.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling