+11,791.0%
GOOGL vs CRL
+689.6%
+11,101.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | +3.9% | +0.1% | +3.7% | +3.8% |
| 30D | -14.9% | +11.9% | -26.8% | -18.3% |
| 3M | -14.6% | +20.2% | -34.7% | -19.8% |
| 6M | -26.4% | +107.5% | -134.0% | -42.0% |
| YTD | -5.3% | +69.4% | -74.7% | -21.7% |
| 1Y | +6.5% | +99.7% | -93.3% | -16.4% |
| 3Y | +126.0% | +98.8% | +27.3% | +64.6% |
| 5Y | +100.8% | -12.4% | +113.2% | +87.7% |
| 10Y | +673.8% | +352.9% | +320.9% | +309.7% |
| All | +11,791.0% | +689.6% | +11,101.4% | +4,676.0% |
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