+6.8%
CNH vs AZO
+10.2%
-3.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | -2.5% | -2.9% | +0.5% | -1.9% |
| 30D | +27.0% | -5.3% | +32.3% | +28.1% |
| 3M | +32.6% | -7.3% | +40.0% | +34.2% |
| 6M | +23.6% | -22.7% | +46.2% | +29.9% |
| YTD | +47.8% | -15.0% | +62.9% | +52.7% |
| 1Y | +21.3% | -32.2% | +53.5% | +31.6% |
| All | +6.8% | +10.2% | -3.4% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling