+138.3%
GOOGL vs CMG
-6.2%
+144.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.8% | -3.8% | +1.0% | -1.7% |
| 30D | -3.2% | +12.9% | -16.1% | -6.8% |
| 3M | -6.6% | +18.8% | -25.4% | -13.0% |
| 6M | +8.5% | +4.1% | +4.4% | +5.3% |
| YTD | +6.5% | -2.4% | +8.8% | +5.2% |
| 1Y | +39.4% | -6.7% | +46.1% | +37.6% |
| 3Y | +146.2% | -7.1% | +153.3% | +119.3% |
| 5Y | +138.3% | -5.0% | +143.3% | +99.9% |
| All | +138.3% | -6.2% | +144.6% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling