+28.0%
CNH vs AZO
-28.9%
+56.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +4.0% |
| 7D | +23.3% | +0.7% | +22.6% | +23.2% |
| 30D | +33.5% | -2.7% | +36.2% | +33.8% |
| 3M | +32.7% | -3.2% | +35.9% | +33.2% |
| 6M | +22.2% | -19.7% | +41.9% | +24.9% |
| YTD | +57.7% | -12.0% | +69.7% | +64.7% |
| 1Y | +28.0% | -29.5% | +57.5% | +30.5% |
| All | +28.0% | -28.9% | +56.9% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling