+85.6%
AMZN vs CNH
+7.0%
+78.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.8% |
| 7D | +7.9% | -1.7% | +9.6% | +8.2% |
| 30D | -0.2% | -7.2% | +7.0% | +0.9% |
| 3M | -4.8% | +6.5% | -11.3% | -6.9% |
| 6M | -5.7% | +7.9% | -13.6% | -8.5% |
| YTD | +12.3% | +26.6% | -14.3% | +3.2% |
| 1Y | +6.7% | +13.8% | -7.1% | +0.7% |
| 3Y | +85.6% | +9.2% | +76.4% | +77.6% |
| All | +85.6% | +7.0% | +78.5% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling