+87.6%
AZO vs CP
+30.0%
+57.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -5.1% | -0.5% | -4.6% | -5.1% |
| 3M | -7.2% | +0.1% | -7.3% | -7.3% |
| 6M | -20.7% | +7.8% | -28.6% | -22.4% |
| YTD | -14.2% | +22.9% | -37.0% | -18.8% |
| 1Y | -32.2% | +21.3% | -53.5% | -35.6% |
| 3Y | +11.1% | +20.4% | -9.2% | +3.4% |
| 5Y | +87.6% | +34.9% | +52.6% | +66.7% |
| All | +87.6% | +30.0% | +57.6% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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