+40,523.5%
AZO vs CP
+8,977.8%
+31,545.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +0.7% | -2.7% | +3.4% | +1.4% |
| 30D | -2.7% | +0.2% | -2.9% | -2.8% |
| 3M | -3.2% | +2.6% | -5.8% | -3.9% |
| 6M | -19.7% | +6.0% | -25.7% | -21.1% |
| YTD | -12.0% | +24.9% | -37.0% | -17.1% |
| 1Y | -29.5% | +20.1% | -49.6% | -33.0% |
| 3Y | +17.3% | +16.4% | +1.0% | +11.0% |
| 5Y | +94.1% | +31.7% | +62.3% | +76.4% |
| 10Y | +303.3% | +223.9% | +79.4% | +190.3% |
| All | +40,523.5% | +8,977.8% | +31,545.7% | +12,421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling