+126.0%
GOOGL vs CMS
+39.2%
+86.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.6% |
| 7D | +3.9% | +1.7% | +2.1% | +4.3% |
| 30D | -14.9% | +6.2% | -21.1% | -13.7% |
| 3M | -14.6% | +0.6% | -15.2% | -14.2% |
| 6M | -26.4% | -1.8% | -24.7% | -26.4% |
| YTD | -5.3% | +3.8% | -9.2% | -3.9% |
| 1Y | +6.5% | -1.8% | +8.2% | +6.8% |
| 3Y | +126.0% | +39.8% | +86.2% | +139.5% |
| All | +126.0% | +39.2% | +86.8% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling