+137.7%
GOOGL vs CRL
-37.4%
+175.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | +1.1% | -0.6% | +1.6% | +1.2% |
| 30D | -4.4% | +5.0% | -9.4% | -5.5% |
| 3M | -6.8% | +50.6% | -57.4% | -15.3% |
| 6M | +13.6% | +60.9% | -47.4% | +1.0% |
| YTD | +8.3% | +40.7% | -32.4% | -1.1% |
| 1Y | +44.9% | +73.3% | -28.4% | +25.4% |
| 3Y | +150.5% | +40.6% | +109.9% | +117.9% |
| 5Y | +137.7% | -37.0% | +174.7% | +152.4% |
| All | +137.7% | -37.4% | +175.1% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling