+11.8%
AZO vs CNI
+19.7%
-7.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | -5.6% | -2.7% | -2.9% | -5.0% |
| 3M | -6.6% | +3.9% | -10.6% | -7.4% |
| 6M | -22.5% | +16.4% | -38.9% | -25.1% |
| YTD | -15.2% | +25.8% | -41.0% | -19.1% |
| 1Y | -33.9% | +32.4% | -66.3% | -37.7% |
| 3Y | +11.8% | +19.1% | -7.3% | +2.2% |
| All | +11.8% | +19.7% | -7.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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