+137.7%
GOOGL vs CME
+77.1%
+60.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +1.1% | -2.9% | +3.9% | +1.5% |
| 30D | -4.4% | +5.5% | -10.0% | -5.3% |
| 3M | -6.8% | +11.0% | -17.8% | -8.5% |
| 6M | +13.6% | -9.7% | +23.3% | +15.3% |
| YTD | +8.3% | +4.9% | +3.5% | +6.9% |
| 1Y | +44.9% | +10.1% | +34.9% | +41.1% |
| 3Y | +150.5% | +53.5% | +96.9% | +112.2% |
| 5Y | +137.7% | +77.2% | +60.6% | +78.9% |
| All | +137.7% | +77.1% | +60.6% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling