+137.7%
GOOGL vs CPB
-38.5%
+176.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | +1.1% | -8.2% | +9.3% | +0.7% |
| 30D | -4.4% | -5.6% | +1.2% | -4.6% |
| 3M | -6.8% | +3.0% | -9.8% | -6.6% |
| 6M | +13.6% | -12.7% | +26.3% | +12.8% |
| YTD | +8.3% | -18.0% | +26.3% | +7.3% |
| 1Y | +44.9% | -31.7% | +76.7% | +42.6% |
| 3Y | +150.5% | -41.0% | +191.4% | +143.1% |
| 5Y | +137.7% | -38.4% | +176.1% | +137.5% |
| All | +137.7% | -38.5% | +176.2% | +137.5% |
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