+11,453.7%
GOOGL vs CI
+1,507.6%
+9,946.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.9% |
| 7D | +2.6% | +2.6% | 0.0% | +2.0% |
| 30D | -18.3% | +7.3% | -25.6% | -19.8% |
| 3M | -19.6% | +9.5% | -29.1% | -21.5% |
| 6M | -28.2% | +6.4% | -34.6% | -29.7% |
| YTD | -8.0% | +12.0% | -20.0% | -11.4% |
| 1Y | -0.7% | +20.1% | -20.8% | -6.1% |
| 3Y | +118.8% | +9.6% | +109.2% | +103.6% |
| 5Y | +98.9% | +52.7% | +46.1% | +66.2% |
| 10Y | +643.6% | +150.3% | +493.3% | +425.6% |
| All | +11,453.7% | +1,507.6% | +9,946.1% | +5,169.0% |
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 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