+44.9%
GOOGL vs CP
+19.5%
+25.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +1.1% | +2.4% | -1.4% | +0.7% |
| 30D | -4.4% | -0.5% | -3.9% | -4.4% |
| 3M | -6.8% | +1.4% | -8.2% | -7.2% |
| 6M | +13.6% | +10.3% | +3.2% | +11.0% |
| YTD | +8.3% | +24.3% | -16.0% | +5.4% |
| 1Y | +44.9% | +20.4% | +24.5% | +42.7% |
| All | +44.9% | +19.5% | +25.5% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling