+46.1%
GOOGL vs CNH
+29.2%
+16.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.7% |
| 7D | -2.3% | +23.3% | -25.6% | -5.1% |
| 30D | -6.6% | +33.5% | -40.1% | -10.3% |
| 3M | -9.0% | +32.7% | -41.7% | -12.7% |
| 6M | +11.8% | +22.2% | -10.4% | +7.3% |
| YTD | +8.3% | +57.7% | -49.4% | 0.0% |
| 1Y | +46.1% | +28.0% | +18.1% | +37.3% |
| All | +46.1% | +29.2% | +16.9% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling