+1,458.8%
GOOGL vs CNH
+64.7%
+1,394.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.2% | -2.1% |
| 7D | -2.3% | +23.3% | -25.6% | -7.5% |
| 30D | -6.6% | +33.5% | -40.0% | -13.5% |
| 3M | -8.9% | +32.7% | -41.7% | -15.9% |
| 6M | +11.9% | +22.2% | -10.3% | +4.9% |
| YTD | +8.3% | +57.7% | -49.3% | -5.3% |
| 1Y | +46.2% | +28.0% | +18.2% | +34.6% |
| 3Y | +151.9% | +11.5% | +140.3% | +134.1% |
| 5Y | +137.7% | +11.9% | +125.8% | +115.1% |
| 10Y | +757.6% | +162.8% | +594.8% | +504.9% |
| All | +1,458.8% | +64.7% | +1,394.1% | +1,024.6% |
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 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