+92.9%
GOOGL vs CL
+39.7%
+53.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.0% |
| 7D | +1.8% | +1.3% | +0.4% | +1.6% |
| 30D | -18.8% | +11.4% | -30.1% | -19.8% |
| 3M | -20.3% | +4.4% | -24.8% | -20.7% |
| 6M | -28.4% | +10.8% | -39.2% | -29.3% |
| YTD | -8.8% | +25.1% | -34.0% | -11.1% |
| 1Y | +0.3% | +28.0% | -27.7% | -2.6% |
| 3Y | +120.7% | +37.6% | +83.1% | +101.3% |
| All | +92.9% | +39.7% | +53.2% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling