+13,507.3%
GOOGL vs CMS
+1,280.4%
+12,226.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.3% | +0.4% | -2.6% | -2.4% |
| 30D | -6.6% | -3.6% | -3.0% | -5.4% |
| 3M | -8.9% | -1.9% | -7.0% | -8.7% |
| 6M | +11.9% | -11.0% | +22.8% | +16.1% |
| YTD | +8.3% | +0.2% | +8.1% | +7.4% |
| 1Y | +46.2% | -1.3% | +47.5% | +45.6% |
| 3Y | +151.9% | +35.9% | +115.9% | +115.8% |
| 5Y | +137.7% | +23.1% | +114.6% | +108.8% |
| 10Y | +757.6% | +117.9% | +639.6% | +460.3% |
| All | +13,507.3% | +1,280.4% | +12,226.9% | +3,814.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling