+385.6%
AZO vs CLBK
+64.7%
+320.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | -5.1% | +6.7% | -11.8% | -6.5% |
| 3M | -7.2% | +21.2% | -28.4% | -11.1% |
| 6M | -20.7% | +42.0% | -62.7% | -26.6% |
| YTD | -14.2% | +63.3% | -77.4% | -23.0% |
| 1Y | -32.2% | +65.4% | -97.6% | -39.5% |
| 3Y | +11.1% | +52.5% | -41.3% | -1.4% |
| 5Y | +87.6% | +42.0% | +45.6% | +61.1% |
| All | +385.6% | +64.7% | +320.8% | +284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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