+92.9%
GOOGL vs CI
+49.9%
+43.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.9% |
| 7D | +1.8% | -1.6% | +3.3% | +1.8% |
| 30D | -18.8% | +5.4% | -24.2% | -19.0% |
| 3M | -20.3% | +7.3% | -27.6% | -20.6% |
| 6M | -28.4% | +5.3% | -33.7% | -28.6% |
| YTD | -8.8% | +8.5% | -17.3% | -9.3% |
| 1Y | +0.3% | +17.1% | -16.8% | -0.6% |
| 3Y | +120.7% | +1.4% | +119.3% | +117.5% |
| All | +92.9% | +49.9% | +43.0% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling