+95.3%
GOOGL vs CPB
-31.8%
+127.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.1% |
| 7D | +3.3% | +3.3% | 0.0% | +3.4% |
| 30D | -18.1% | +19.0% | -37.1% | -17.3% |
| 3M | -18.6% | +0.4% | -19.1% | -18.3% |
| 6M | -28.0% | +13.0% | -41.0% | -27.4% |
| YTD | -7.8% | -12.7% | +5.0% | -8.1% |
| 1Y | +3.6% | -20.9% | +24.5% | +2.8% |
| 3Y | +123.4% | -35.4% | +158.7% | +117.9% |
| 5Y | +95.3% | -32.3% | +127.6% | +92.1% |
| All | +95.3% | -31.8% | +127.1% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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