+154.0%
CNH vs AZO
+296.8%
-142.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -5.7% | -3.6% | -2.1% | -4.4% |
| 30D | +26.6% | -5.6% | +32.1% | +29.0% |
| 3M | +31.1% | -6.6% | +37.7% | +33.5% |
| 6M | +24.9% | -22.5% | +47.4% | +36.1% |
| YTD | +48.7% | -15.2% | +63.9% | +56.0% |
| 1Y | +22.2% | -33.9% | +56.1% | +40.5% |
| 3Y | +7.4% | +11.8% | -4.4% | -1.9% |
| 5Y | +10.8% | +85.5% | -74.7% | -19.8% |
| All | +154.0% | +296.8% | -142.9% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling