+710.1%
GOOG vs CNH
+107.0%
+603.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +2.7% |
| 7D | +4.8% | +6.4% | -1.6% | +2.9% |
| 30D | -15.5% | -1.6% | -13.9% | -15.5% |
| 3M | -13.7% | +11.6% | -25.2% | -17.4% |
| 6M | -23.0% | +12.5% | -35.5% | -27.0% |
| YTD | -5.7% | +31.1% | -36.8% | -15.2% |
| 1Y | +3.0% | +17.0% | -14.0% | -4.4% |
| 3Y | +122.4% | +28.7% | +93.7% | +93.5% |
| 5Y | +99.2% | -17.4% | +116.6% | +93.1% |
| All | +710.1% | +107.0% | +603.0% | +510.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling