+44.9%
GOOGL vs CMS
-0.5%
+45.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +1.1% | +1.2% | -0.2% | +1.2% |
| 30D | -4.4% | -3.2% | -1.3% | -4.7% |
| 3M | -6.8% | -2.2% | -4.6% | -7.7% |
| 6M | +13.6% | -9.4% | +23.0% | +13.1% |
| YTD | +8.3% | +0.7% | +7.6% | +8.5% |
| 1Y | +44.9% | +0.4% | +44.6% | +48.3% |
| All | +44.9% | -0.5% | +45.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling