+137.7%
GOOGL vs CP
+34.0%
+103.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.1% | +2.4% | -1.4% | +0.1% |
| 30D | -4.4% | -0.5% | -3.9% | -4.3% |
| 3M | -6.8% | +1.4% | -8.2% | -7.7% |
| 6M | +13.6% | +10.3% | +3.2% | +8.4% |
| YTD | +8.3% | +24.3% | -16.0% | -2.2% |
| 1Y | +44.9% | +20.4% | +24.5% | +32.4% |
| 3Y | +150.5% | +21.8% | +128.7% | +120.4% |
| 5Y | +137.7% | +31.5% | +106.2% | +96.1% |
| All | +137.7% | +34.0% | +103.7% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling