+755.6%
GOOGL vs CAH
+294.8%
+460.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | 0.0% | -5.1% | +5.1% | +1.1% |
| 30D | -1.4% | +0.2% | -1.6% | -1.5% |
| 3M | -5.3% | +6.3% | -11.6% | -6.7% |
| 6M | +9.8% | +9.4% | +0.4% | +7.3% |
| YTD | +8.4% | +15.0% | -6.6% | +4.5% |
| 1Y | +41.2% | +55.4% | -14.3% | +27.0% |
| 3Y | +149.6% | +173.8% | -24.2% | +93.3% |
| 5Y | +142.6% | +395.2% | -252.6% | +58.9% |
| All | +755.6% | +294.8% | +460.7% | +449.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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