+750.9%
GOOGL vs CL
+51.8%
+699.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | -1.4% | +2.4% | +1.5% |
| 30D | -4.4% | -5.2% | +0.8% | -2.8% |
| 3M | -6.8% | +3.3% | -10.1% | -8.0% |
| 6M | +13.6% | -4.4% | +17.9% | +14.8% |
| YTD | +8.3% | +13.9% | -5.6% | +3.1% |
| 1Y | +44.9% | +7.6% | +37.3% | +40.2% |
| 3Y | +150.5% | +29.6% | +120.9% | +117.2% |
| 5Y | +137.7% | +28.1% | +109.7% | +104.6% |
| 10Y | +750.9% | +53.4% | +697.6% | +572.6% |
| All | +750.9% | +51.8% | +699.1% | +572.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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