+692.8%
GOOGL vs CP
+257.3%
+435.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.9% | +2.1% | +1.7% | +2.9% |
| 30D | -14.9% | +9.3% | -24.2% | -18.3% |
| 3M | -14.6% | +0.5% | -15.0% | -14.9% |
| 6M | -26.4% | +10.4% | -36.9% | -30.1% |
| YTD | -5.3% | +28.7% | -34.0% | -16.7% |
| 1Y | +6.5% | +33.2% | -26.7% | -7.9% |
| 3Y | +126.0% | +38.4% | +87.6% | +86.2% |
| 5Y | +100.8% | +26.2% | +74.6% | +71.2% |
| All | +692.8% | +257.3% | +435.5% | +320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling