+780.7%
GOOG vs CAH
+294.8%
+485.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | 0.0% | -5.1% | +5.1% | +1.1% |
| 30D | -2.0% | +0.2% | -2.1% | -2.0% |
| 3M | -5.9% | +6.3% | -12.2% | -7.2% |
| 6M | +8.9% | +9.4% | -0.5% | +6.4% |
| YTD | +7.1% | +15.0% | -7.8% | +3.3% |
| 1Y | +39.7% | +55.4% | -15.8% | +25.6% |
| 3Y | +145.8% | +173.8% | -28.0% | +90.2% |
| 5Y | +138.6% | +395.2% | -256.6% | +56.0% |
| All | +780.7% | +294.8% | +485.8% | +465.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling