+750.9%
GOOGL vs CI
+142.6%
+608.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | +1.1% | -2.0% | +3.1% | +1.5% |
| 30D | -4.4% | -1.8% | -2.6% | -4.1% |
| 3M | -6.8% | -4.2% | -2.6% | -6.1% |
| 6M | +13.6% | +2.7% | +10.9% | +12.3% |
| YTD | +8.3% | +1.9% | +6.4% | +7.0% |
| 1Y | +44.9% | -6.3% | +51.2% | +44.7% |
| 3Y | +150.5% | +3.9% | +146.6% | +133.8% |
| 5Y | +137.7% | +41.9% | +95.8% | +94.2% |
| 10Y | +750.9% | +140.4% | +610.5% | +487.2% |
| All | +750.9% | +142.6% | +608.4% | +487.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling