+700.7%
GOOGL vs CNH
+107.0%
+593.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.9% |
| 7D | +5.7% | +6.4% | -0.7% | +3.7% |
| 30D | -15.6% | -1.6% | -13.9% | -15.6% |
| 3M | -13.0% | +11.6% | -24.6% | -16.7% |
| 6M | -22.8% | +12.5% | -35.3% | -26.8% |
| YTD | -4.4% | +31.1% | -35.5% | -14.1% |
| 1Y | +4.5% | +17.0% | -12.5% | -3.1% |
| 3Y | +127.4% | +28.7% | +98.7% | +97.7% |
| 5Y | +102.8% | -17.4% | +120.2% | +96.6% |
| All | +700.7% | +107.0% | +593.6% | +496.7% |
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