+136.9%
GOOGL vs CAH
+401.2%
-264.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -1.9% | -2.2% | +0.4% | -1.6% |
| 30D | -7.5% | +1.2% | -8.6% | -7.6% |
| 3M | -9.2% | +13.1% | -22.3% | -10.5% |
| 6M | +8.1% | +8.5% | -0.4% | +7.0% |
| YTD | +5.8% | +17.6% | -11.8% | +3.6% |
| 1Y | +38.3% | +60.7% | -22.3% | +29.9% |
| 3Y | +144.8% | +183.2% | -38.4% | +105.6% |
| All | +136.9% | +401.2% | -264.2% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling