+622.2%
GOOGL vs CP
+261.0%
+361.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.3% |
| 7D | +3.3% | +2.8% | +0.5% | +2.0% |
| 30D | -18.1% | +11.3% | -29.4% | -22.0% |
| 3M | -18.6% | +2.9% | -21.5% | -19.8% |
| 6M | -28.0% | +9.8% | -37.8% | -31.5% |
| YTD | -7.8% | +28.5% | -36.3% | -18.8% |
| 1Y | +3.6% | +33.5% | -29.9% | -10.5% |
| 3Y | +123.4% | +31.9% | +91.4% | +88.5% |
| 5Y | +95.3% | +25.5% | +69.8% | +67.0% |
| 10Y | +622.2% | +257.6% | +364.6% | +283.7% |
| All | +622.2% | +261.0% | +361.2% | +283.7% |
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