+1,223.5%
GOOGL vs CNH
+40.2%
+1,183.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.8% |
| 7D | +2.6% | +4.5% | -1.9% | +1.4% |
| 30D | -18.3% | +7.6% | -25.9% | -20.0% |
| 3M | -19.6% | +17.0% | -36.6% | -23.6% |
| 6M | -28.2% | +12.9% | -41.2% | -31.7% |
| YTD | -8.0% | +34.3% | -42.3% | -16.9% |
| 1Y | -0.7% | +28.5% | -29.2% | -9.4% |
| 3Y | +118.8% | +31.9% | +87.0% | +92.5% |
| 5Y | +98.9% | -9.6% | +108.5% | +89.0% |
| 10Y | +643.6% | +106.3% | +537.3% | +449.8% |
| All | +1,223.5% | +40.2% | +1,183.3% | +886.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling