+137.7%
GOOGL vs CNP
+76.4%
+61.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | +1.1% | +1.6% | -0.6% | +0.8% |
| 30D | -4.4% | -0.8% | -3.7% | -4.3% |
| 3M | -6.8% | -3.6% | -3.2% | -6.5% |
| 6M | +13.6% | -6.9% | +20.5% | +14.7% |
| YTD | +8.3% | +6.4% | +1.9% | +6.3% |
| 1Y | +44.9% | +9.9% | +35.0% | +41.2% |
| 3Y | +150.5% | +53.1% | +97.4% | +119.8% |
| 5Y | +137.7% | +72.0% | +65.8% | +104.9% |
| All | +137.7% | +76.4% | +61.3% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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