+1,451.6%
GOOG vs CNH
+64.7%
+1,386.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.1% | -2.1% |
| 7D | -2.1% | +23.3% | -25.4% | -7.3% |
| 30D | -6.8% | +33.5% | -40.3% | -13.8% |
| 3M | -9.1% | +32.7% | -41.8% | -16.0% |
| 6M | +10.7% | +22.2% | -11.5% | +3.9% |
| YTD | +7.1% | +57.7% | -50.6% | -6.4% |
| 1Y | +44.6% | +28.0% | +16.6% | +33.1% |
| 3Y | +147.4% | +11.5% | +135.9% | +130.0% |
| 5Y | +133.8% | +11.9% | +121.9% | +111.6% |
| 10Y | +777.5% | +162.8% | +614.7% | +518.5% |
| All | +1,451.6% | +64.7% | +1,386.9% | +1,018.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling