+3.6%
GOOG vs CNH
+15.2%
-11.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -10.7% | +6.5% | -17.2% | -11.3% |
| 30D | -16.4% | -12.0% | -4.5% | -15.2% |
| 3M | -23.4% | +4.4% | -27.8% | -24.3% |
| 6M | -24.2% | +15.7% | -39.9% | -26.4% |
| YTD | -8.3% | +28.2% | -36.5% | -13.7% |
| 1Y | +3.6% | +14.8% | -11.2% | -0.2% |
| All | +3.6% | +15.2% | -11.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling