+780.7%
GOOG vs CNH
+158.6%
+622.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | 0.0% | -5.7% | +5.7% | +1.5% |
| 30D | -2.0% | +26.6% | -28.5% | -8.6% |
| 3M | -5.9% | +31.1% | -36.9% | -13.4% |
| 6M | +8.9% | +24.9% | -16.0% | +0.8% |
| YTD | +7.1% | +48.7% | -41.6% | -6.1% |
| 1Y | +39.7% | +22.2% | +17.5% | +29.1% |
| 3Y | +145.8% | +7.4% | +138.4% | +129.0% |
| 5Y | +138.6% | +10.8% | +127.8% | +113.0% |
| All | +780.7% | +158.6% | +622.1% | +508.5% |
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