+92.9%
GOOGL vs CP
+24.4%
+68.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | +1.8% | +2.8% | -1.0% | +0.6% |
| 30D | -18.8% | +10.2% | -29.0% | -21.9% |
| 3M | -20.3% | +2.4% | -22.7% | -21.3% |
| 6M | -28.4% | +7.7% | -36.0% | -30.9% |
| YTD | -8.8% | +26.0% | -34.8% | -18.3% |
| 1Y | +0.3% | +34.6% | -34.4% | -12.8% |
| 3Y | +120.7% | +26.7% | +94.0% | +90.1% |
| All | +92.9% | +24.4% | +68.6% | +64.8% |
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