+22.2%
CNH vs AZO
-32.5%
+54.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -5.7% | -3.6% | -2.1% | -5.4% |
| 30D | +26.6% | -5.6% | +32.1% | +27.2% |
| 3M | +31.1% | -6.6% | +37.7% | +32.0% |
| 6M | +24.9% | -22.5% | +47.4% | +28.2% |
| YTD | +48.7% | -15.2% | +63.9% | +56.0% |
| 1Y | +22.2% | -33.9% | +56.1% | +26.6% |
| All | +22.2% | -32.5% | +54.7% | +26.6% |
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 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