+11,908.8%
GOOGL vs CNP
+746.2%
+11,162.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +5.7% | +2.5% | +3.3% | +4.8% |
| 30D | -15.6% | +4.0% | -19.6% | -16.9% |
| 3M | -13.0% | +1.6% | -14.6% | -13.8% |
| 6M | -22.8% | -1.7% | -21.1% | -22.9% |
| YTD | -4.4% | +8.6% | -13.0% | -8.0% |
| 1Y | +4.5% | +5.8% | -1.4% | +1.3% |
| 3Y | +127.4% | +63.0% | +64.4% | +85.5% |
| 5Y | +102.8% | +74.7% | +28.2% | +60.0% |
| 10Y | +681.5% | +143.7% | +537.7% | +405.0% |
| All | +11,908.8% | +746.2% | +11,162.6% | +4,399.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling