+13,507.3%
GOOGL vs CRL
+574.1%
+12,933.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.6% |
| 7D | -2.3% | -1.0% | -1.3% | -2.0% |
| 30D | -6.6% | +10.7% | -17.2% | -9.4% |
| 3M | -8.9% | +55.3% | -64.2% | -20.9% |
| 6M | +11.9% | +60.7% | -48.8% | -4.7% |
| YTD | +8.3% | +44.6% | -36.3% | -5.3% |
| 1Y | +46.2% | +77.7% | -31.5% | +19.0% |
| 3Y | +151.9% | +37.6% | +114.2% | +108.0% |
| 5Y | +137.7% | -35.8% | +173.5% | +146.1% |
| 10Y | +757.6% | +241.7% | +515.8% | +396.3% |
| All | +13,507.3% | +574.1% | +12,933.2% | +5,675.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling