+135.3%
CNH vs GDDY
+381.9%
-246.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.8% | -3.7% |
| 7D | -2.5% | -7.0% | +4.5% | -0.6% |
| 30D | +27.0% | +6.2% | +20.8% | +24.5% |
| 3M | +32.6% | +20.0% | +12.6% | +24.2% |
| 6M | +23.6% | +6.8% | +16.7% | +18.2% |
| YTD | +47.8% | -22.3% | +70.2% | +54.2% |
| 1Y | +21.3% | -33.5% | +54.8% | +32.6% |
| 3Y | +7.0% | +29.2% | -22.3% | -7.4% |
| 5Y | +10.2% | +28.1% | -17.9% | -5.9% |
| 10Y | +153.2% | +200.2% | -47.1% | +76.4% |
| All | +135.3% | +381.9% | -246.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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