+4.4%
GOOGL vs CME
+19.8%
-15.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +3.3% |
| 7D | -11.1% | +4.8% | -15.9% | -10.7% |
| 30D | -16.6% | +14.2% | -30.8% | -16.0% |
| 3M | -23.4% | +17.9% | -41.4% | -22.7% |
| 6M | -24.5% | +7.2% | -31.8% | -24.9% |
| YTD | -7.5% | +16.7% | -24.2% | -3.8% |
| 1Y | +4.4% | +19.6% | -15.2% | +11.2% |
| All | +4.4% | +19.8% | -15.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling