+103.2%
GOOGL vs CME
+75.9%
+27.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.8% |
| 7D | +1.6% | +2.5% | -0.9% | +1.2% |
| 30D | -16.8% | +13.9% | -30.7% | -18.4% |
| 3M | -14.6% | +22.4% | -37.0% | -17.1% |
| 6M | -24.4% | +12.9% | -37.3% | -25.8% |
| YTD | -6.1% | +19.6% | -25.7% | -9.0% |
| 1Y | +1.0% | +17.7% | -16.7% | -2.0% |
| 3Y | +123.4% | +65.3% | +58.1% | +91.9% |
| 5Y | +103.2% | +75.1% | +28.1% | +64.7% |
| All | +103.2% | +75.9% | +27.3% | +64.7% |
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 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