+1,553.7%
AMZN vs CNH
+64.7%
+1,489.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.1% |
| 7D | -3.0% | +23.3% | -26.3% | -7.8% |
| 30D | -5.2% | +33.5% | -38.6% | -11.7% |
| 3M | +1.9% | +32.7% | -30.9% | -5.5% |
| 6M | +19.2% | +22.2% | -2.9% | +12.2% |
| YTD | +12.0% | +57.7% | -45.7% | -1.4% |
| 1Y | +9.7% | +28.0% | -18.3% | +1.5% |
| 3Y | +87.2% | +11.5% | +75.6% | +75.5% |
| 5Y | +48.7% | +11.9% | +36.8% | +37.2% |
| 10Y | +569.3% | +162.8% | +406.5% | +396.3% |
| All | +1,553.7% | +64.7% | +1,489.1% | +1,173.0% |
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 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