+38.3%
GOOG vs CNH
+20.2%
+18.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.0% |
| 7D | -2.5% | -2.5% | 0.0% | -2.3% |
| 30D | -3.6% | +27.0% | -30.6% | -6.9% |
| 3M | -6.4% | +32.6% | -39.0% | -10.4% |
| 6M | +7.8% | +23.6% | -15.8% | +3.7% |
| YTD | +5.5% | +47.8% | -42.3% | -1.9% |
| 1Y | +38.3% | +21.3% | +17.0% | +31.8% |
| All | +38.3% | +20.2% | +18.1% | +31.8% |
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