+13,507.3%
GOOGL vs CL
+470.0%
+13,037.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -2.3% | -2.2% | -0.1% | -1.4% |
| 30D | -6.6% | -4.8% | -1.7% | -4.6% |
| 3M | -8.9% | +4.9% | -13.9% | -11.1% |
| 6M | +11.9% | -5.7% | +17.6% | +14.1% |
| YTD | +8.3% | +14.4% | -6.0% | +1.4% |
| 1Y | +46.2% | +8.7% | +37.5% | +39.2% |
| 3Y | +151.9% | +30.0% | +121.9% | +113.8% |
| 5Y | +137.7% | +28.4% | +109.3% | +100.3% |
| 10Y | +757.6% | +50.1% | +707.5% | +552.1% |
| All | +13,507.3% | +470.0% | +13,037.3% | +5,708.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling