+150.5%
GOOGL vs CNH
+7.5%
+142.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.5% | +0.8% |
| 7D | +1.1% | +8.8% | -7.7% | -0.3% |
| 30D | -4.4% | +24.7% | -29.1% | -7.9% |
| 3M | -6.8% | +27.3% | -34.1% | -10.6% |
| 6M | +13.6% | +23.2% | -9.6% | +9.1% |
| YTD | +8.3% | +48.9% | -40.6% | +0.5% |
| 1Y | +44.9% | +19.4% | +25.5% | +39.2% |
| 3Y | +150.5% | +7.8% | +142.7% | +146.9% |
| All | +150.5% | +7.5% | +142.9% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling