+755.6%
GOOGL vs CMG
+327.5%
+428.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | 0.0% | -2.1% | +2.1% | +0.6% |
| 30D | -1.4% | +10.9% | -12.3% | -4.2% |
| 3M | -5.3% | +15.8% | -21.2% | -10.1% |
| 6M | +9.8% | +6.9% | +2.8% | +6.4% |
| YTD | +8.4% | -2.2% | +10.5% | +7.2% |
| 1Y | +41.2% | -7.1% | +48.3% | +40.0% |
| 3Y | +149.6% | -7.1% | +156.7% | +139.0% |
| 5Y | +142.6% | -4.8% | +147.4% | +124.2% |
| All | +755.6% | +327.5% | +428.1% | +499.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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