+101.1%
GOOGL vs CL
+43.4%
+57.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.2% |
| 7D | +3.9% | +3.2% | +0.6% | +3.5% |
| 30D | -14.9% | +8.0% | -23.0% | -15.6% |
| 3M | -14.6% | +7.9% | -22.4% | -15.3% |
| 6M | -26.4% | +14.7% | -41.2% | -27.6% |
| YTD | -5.3% | +29.2% | -34.5% | -8.0% |
| 1Y | +6.5% | +29.5% | -23.1% | +3.3% |
| 3Y | +126.0% | +40.7% | +85.4% | +106.1% |
| All | +101.1% | +43.4% | +57.7% | +82.0% |
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