+1,253.6%
GOOG vs CNH
+36.2%
+1,217.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.0% | +3.0% | 0.0% | +2.1% |
| 30D | -14.9% | -0.6% | -14.3% | -15.1% |
| 3M | -14.9% | +14.6% | -29.5% | -18.8% |
| 6M | -26.6% | +11.8% | -38.4% | -30.0% |
| YTD | -6.6% | +30.4% | -37.0% | -15.1% |
| 1Y | +5.1% | +19.1% | -14.0% | -2.3% |
| 3Y | +121.0% | +30.2% | +90.8% | +94.8% |
| 5Y | +97.3% | -17.8% | +115.1% | +92.2% |
| 10Y | +683.2% | +103.9% | +579.3% | +481.0% |
| All | +1,253.6% | +36.2% | +1,217.4% | +915.3% |
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