+746.7%
GOOGL vs CME
+280.6%
+466.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -1.9% | -0.6% | -1.2% | -1.7% |
| 30D | -7.5% | +4.7% | -12.1% | -8.7% |
| 3M | -9.2% | +7.8% | -17.0% | -11.4% |
| 6M | +8.1% | -11.0% | +19.0% | +11.2% |
| YTD | +5.8% | +4.0% | +1.8% | +3.7% |
| 1Y | +38.3% | +9.1% | +29.2% | +33.0% |
| 3Y | +144.8% | +52.3% | +92.5% | +105.0% |
| 5Y | +132.5% | +76.1% | +56.5% | +83.3% |
| 10Y | +746.7% | +280.6% | +466.1% | +477.7% |
| All | +746.7% | +280.6% | +466.1% | +477.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling