+7.1%
CNH vs AZO
+86.1%
-79.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.6% |
| 7D | -2.5% | -2.9% | +0.5% | -1.6% |
| 30D | +27.0% | -5.3% | +32.3% | +28.7% |
| 3M | +32.6% | -7.3% | +40.0% | +34.9% |
| 6M | +23.6% | -22.7% | +46.2% | +32.6% |
| YTD | +47.8% | -15.0% | +62.9% | +53.8% |
| 1Y | +21.3% | -32.2% | +53.5% | +35.2% |
| 3Y | +7.0% | +10.0% | -3.1% | -1.5% |
| All | +7.1% | +86.1% | -79.0% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling