+128.8%
GOOG vs CNH
+12.3%
+116.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.6% |
| 7D | -1.6% | +1.8% | -3.4% | -2.0% |
| 30D | -7.7% | +32.6% | -40.3% | -13.7% |
| 3M | -9.3% | +29.4% | -38.7% | -15.0% |
| 6M | +7.4% | +26.0% | -18.5% | +0.8% |
| YTD | +4.9% | +52.2% | -47.4% | -6.6% |
| 1Y | +37.2% | +23.9% | +13.3% | +28.4% |
| 3Y | +141.6% | +10.1% | +131.5% | +128.9% |
| 5Y | +128.8% | +13.2% | +115.6% | +104.6% |
| All | +128.8% | +12.3% | +116.4% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling