+11,453.7%
GOOGL vs CRL
+707.9%
+10,745.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.3% |
| 7D | +2.6% | -1.7% | +4.3% | +2.8% |
| 30D | -18.3% | +14.6% | -32.9% | -22.0% |
| 3M | -19.6% | +24.8% | -44.4% | -25.3% |
| 6M | -28.2% | +94.7% | -122.9% | -42.3% |
| YTD | -8.0% | +73.4% | -81.4% | -24.4% |
| 1Y | -0.7% | +104.7% | -105.3% | -22.5% |
| 3Y | +118.8% | +101.1% | +17.7% | +58.9% |
| 5Y | +98.9% | -10.8% | +109.6% | +85.0% |
| 10Y | +643.6% | +358.8% | +284.8% | +292.3% |
| All | +11,453.7% | +707.9% | +10,745.8% | +4,510.6% |
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