+11,484.7%
GOOGL vs CP
+2,348.8%
+9,135.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.4% |
| 7D | +3.3% | +2.8% | +0.5% | +2.2% |
| 30D | -18.1% | +11.3% | -29.4% | -21.4% |
| 3M | -18.6% | +2.9% | -21.5% | -19.7% |
| 6M | -28.0% | +9.8% | -37.8% | -30.9% |
| YTD | -7.8% | +28.5% | -36.3% | -17.0% |
| 1Y | +3.6% | +33.5% | -29.9% | -8.2% |
| 3Y | +123.4% | +31.9% | +91.4% | +95.2% |
| 5Y | +95.3% | +25.5% | +69.8% | +73.0% |
| 10Y | +622.2% | +257.6% | +364.6% | +325.0% |
| All | +11,484.7% | +2,348.8% | +9,135.8% | +3,764.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling