+85.9%
AMZN vs CNH
+7.5%
+78.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.5% |
| 7D | +0.8% | +8.8% | -8.0% | -1.0% |
| 30D | -6.4% | +24.7% | -31.0% | -10.8% |
| 3M | +4.8% | +27.3% | -22.5% | -1.0% |
| 6M | +20.5% | +23.2% | -2.6% | +14.2% |
| YTD | +11.3% | +48.9% | -37.6% | -0.4% |
| 1Y | +9.0% | +19.4% | -10.4% | +3.3% |
| 3Y | +85.9% | +7.8% | +78.1% | +79.7% |
| All | +85.9% | +7.5% | +78.4% | +79.7% |
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