+11,484.7%
GOOGL vs CI
+1,467.6%
+10,017.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +3.3% | +0.1% | +3.1% | +3.2% |
| 30D | -18.1% | +4.7% | -22.7% | -19.1% |
| 3M | -18.6% | +5.2% | -23.8% | -19.8% |
| 6M | -28.0% | +3.8% | -31.8% | -29.1% |
| YTD | -7.8% | +9.2% | -17.0% | -10.6% |
| 1Y | +3.6% | +14.3% | -10.6% | -0.8% |
| 3Y | +123.4% | +8.4% | +114.9% | +108.2% |
| 5Y | +95.3% | +50.0% | +45.3% | +64.0% |
| 10Y | +622.2% | +142.2% | +480.0% | +414.6% |
| All | +11,484.7% | +1,467.6% | +10,017.0% | +5,215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling