+555.5%
AMZN vs CNH
+152.9%
+402.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.8% |
| 7D | +0.8% | +8.8% | -8.0% | -1.4% |
| 30D | -6.4% | +24.7% | -31.0% | -11.8% |
| 3M | +4.8% | +27.3% | -22.5% | -2.2% |
| 6M | +20.5% | +23.2% | -2.6% | +12.8% |
| YTD | +11.3% | +48.9% | -37.6% | -1.4% |
| 1Y | +9.0% | +19.4% | -10.4% | +2.1% |
| 3Y | +85.9% | +7.8% | +78.1% | +75.1% |
| 5Y | +45.8% | +8.7% | +37.1% | +34.8% |
| 10Y | +555.5% | +149.5% | +406.0% | +394.4% |
| All | +555.5% | +152.9% | +402.5% | +394.4% |
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