-20.0%
AZO vs CAI
-11.0%
-9.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -2.9% | -5.1% | +2.1% | -2.7% |
| 30D | -5.3% | +3.9% | -9.2% | -5.5% |
| 3M | -7.3% | +40.1% | -47.4% | -9.0% |
| 6M | -22.7% | +29.7% | -52.3% | -24.0% |
| YTD | -15.0% | -10.9% | -4.1% | -16.9% |
| 1Y | -32.2% | -28.0% | -4.2% | -33.8% |
| All | -20.0% | -11.0% | -9.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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