+746.7%
GOOGL vs CNH
+157.1%
+589.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.9% |
| 7D | -1.9% | +1.8% | -3.7% | -2.5% |
| 30D | -7.5% | +32.6% | -40.1% | -14.8% |
| 3M | -9.2% | +29.4% | -38.6% | -16.2% |
| 6M | +8.1% | +26.0% | -17.9% | -0.2% |
| YTD | +5.8% | +52.2% | -46.4% | -7.9% |
| 1Y | +38.3% | +23.9% | +14.5% | +27.4% |
| 3Y | +144.8% | +10.1% | +134.6% | +126.4% |
| 5Y | +132.5% | +13.2% | +119.4% | +106.3% |
| 10Y | +746.7% | +160.7% | +586.0% | +476.2% |
| All | +746.7% | +157.1% | +589.6% | +476.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling