+629.7%
AMZN vs CNH
+107.8%
+521.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.8% | +2.5% |
| 7D | +8.0% | +4.5% | +3.5% | +6.8% |
| 30D | +3.2% | +7.6% | -4.4% | +1.1% |
| 3M | -2.6% | +17.0% | -19.6% | -7.4% |
| 6M | -0.7% | +12.9% | -13.6% | -5.4% |
| YTD | +17.4% | +34.3% | -16.9% | +5.8% |
| 1Y | +9.0% | +28.5% | -19.5% | -0.7% |
| 3Y | +88.7% | +31.9% | +56.8% | +67.6% |
| 5Y | +55.6% | -9.6% | +65.2% | +49.1% |
| 10Y | +629.7% | +106.3% | +523.4% | +459.0% |
| All | +629.7% | +107.8% | +521.9% | +459.0% |
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