+145.8%
GOOG vs CAH
+176.8%
-30.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | 0.0% | -5.1% | +5.1% | +0.1% |
| 30D | -2.0% | +0.2% | -2.1% | -2.0% |
| 3M | -5.9% | +6.3% | -12.2% | -5.9% |
| 6M | +8.9% | +9.4% | -0.5% | +8.8% |
| YTD | +7.1% | +15.0% | -7.8% | +7.0% |
| 1Y | +39.7% | +55.4% | -15.8% | +39.1% |
| 3Y | +145.8% | +173.8% | -28.0% | +138.3% |
| All | +145.8% | +176.8% | -30.9% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling