+62.1%
CNH vs AZO
+594.9%
-532.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.7% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | +32.6% | -5.1% | +37.8% | +34.9% |
| 3M | +29.4% | -7.2% | +36.7% | +32.2% |
| 6M | +26.0% | -20.7% | +46.7% | +36.1% |
| YTD | +52.2% | -14.2% | +66.4% | +59.0% |
| 1Y | +23.9% | -32.2% | +56.0% | +40.7% |
| 3Y | +10.1% | +11.1% | -1.0% | +1.2% |
| 5Y | +13.2% | +87.6% | -74.4% | -17.6% |
| 10Y | +160.7% | +302.9% | -142.3% | +48.0% |
| All | +62.1% | +594.9% | -532.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling