+13,507.3%
GOOGL vs CME
+2,051.1%
+11,456.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.3% | -1.6% | -0.7% | -1.8% |
| 30D | -6.6% | +6.2% | -12.8% | -8.4% |
| 3M | -8.9% | +10.4% | -19.4% | -12.2% |
| 6M | +11.9% | -9.5% | +21.4% | +14.7% |
| YTD | +8.3% | +6.0% | +2.3% | +5.3% |
| 1Y | +46.2% | +9.3% | +36.9% | +40.1% |
| 3Y | +151.9% | +57.7% | +94.2% | +109.5% |
| 5Y | +137.7% | +77.7% | +60.0% | +88.7% |
| 10Y | +757.6% | +281.2% | +476.3% | +407.9% |
| All | +13,507.3% | +2,051.1% | +11,456.2% | +4,017.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling