+11,453.7%
GOOGL vs CPB
+74.1%
+11,379.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +2.6% | +2.9% | -0.2% | +2.0% |
| 30D | -18.3% | +17.6% | -35.9% | -21.1% |
| 3M | -19.6% | +2.0% | -21.6% | -20.3% |
| 6M | -28.2% | +11.6% | -39.8% | -30.4% |
| YTD | -8.0% | -13.8% | +5.8% | -6.2% |
| 1Y | -0.7% | -21.6% | +20.9% | +3.2% |
| 3Y | +118.8% | -35.8% | +154.6% | +132.7% |
| 5Y | +98.9% | -33.3% | +132.1% | +104.2% |
| 10Y | +643.6% | -39.4% | +683.0% | +648.5% |
| All | +11,453.7% | +74.1% | +11,379.6% | +6,987.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling