+686.6%
GOOGL vs CRL
+356.6%
+330.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | +1.6% | +5.0% | -3.5% | 0.0% |
| 30D | -16.8% | +13.5% | -30.3% | -20.4% |
| 3M | -14.6% | +21.5% | -36.1% | -20.1% |
| 6M | -24.4% | +103.4% | -127.8% | -40.2% |
| YTD | -6.1% | +71.8% | -77.9% | -22.7% |
| 1Y | +1.0% | +97.5% | -96.5% | -20.6% |
| 3Y | +123.4% | +99.2% | +24.2% | +60.4% |
| 5Y | +103.2% | -12.1% | +115.4% | +99.0% |
| All | +686.6% | +356.6% | +330.0% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling