+13,164.2%
GOOG vs CAH
+1,111.4%
+12,052.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.6% | -2.2% | +0.7% | -0.9% |
| 30D | -7.7% | +1.2% | -8.8% | -8.1% |
| 3M | -9.3% | +13.1% | -22.4% | -13.0% |
| 6M | +7.4% | +8.5% | -1.0% | +4.1% |
| YTD | +4.9% | +17.6% | -12.8% | -1.4% |
| 1Y | +37.2% | +60.7% | -23.4% | +16.3% |
| 3Y | +141.6% | +183.2% | -41.5% | +66.1% |
| 5Y | +128.8% | +402.2% | -273.4% | +26.6% |
| 10Y | +772.7% | +302.3% | +470.4% | +379.9% |
| All | +13,164.2% | +1,111.4% | +12,052.8% | +4,468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling