+740.7%
GOOGL vs CRL
+249.3%
+491.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | -2.8% | -6.9% | +4.1% | -0.8% |
| 30D | -3.2% | -3.2% | 0.0% | -2.4% |
| 3M | -6.6% | +46.5% | -53.2% | -17.6% |
| 6M | +8.5% | +63.1% | -54.7% | -8.3% |
| YTD | +6.5% | +36.9% | -30.4% | -5.6% |
| 1Y | +39.4% | +78.1% | -38.7% | +12.8% |
| 3Y | +146.2% | +36.7% | +109.5% | +102.4% |
| 5Y | +138.3% | -38.1% | +176.4% | +163.3% |
| All | +740.7% | +249.3% | +491.3% | +348.2% |
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