+92.9%
GOOGL vs CNH
-14.7%
+107.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.2% |
| 7D | +1.8% | -1.7% | +3.5% | +2.1% |
| 30D | -18.8% | -7.2% | -11.5% | -17.6% |
| 3M | -20.3% | +6.5% | -26.9% | -22.3% |
| 6M | -28.4% | +7.9% | -36.2% | -30.7% |
| YTD | -8.8% | +26.6% | -35.4% | -15.9% |
| 1Y | +0.3% | +13.8% | -13.5% | -5.2% |
| 3Y | +120.7% | +9.2% | +111.5% | +104.6% |
| All | +92.9% | -14.7% | +107.6% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling