+44,287.4%
AZO vs CP
+9,250.9%
+35,036.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +1.3% | +2.1% | -0.8% | +0.8% |
| 30D | +12.0% | +9.3% | +2.6% | +9.6% |
| 3M | +7.2% | +0.5% | +6.8% | +7.1% |
| 6M | -3.2% | +10.4% | -13.6% | -5.7% |
| YTD | -3.9% | +28.7% | -32.6% | -10.1% |
| 1Y | -14.7% | +33.2% | -47.8% | -20.8% |
| 3Y | +20.4% | +38.4% | -18.0% | +9.2% |
| 5Y | +72.8% | +26.2% | +46.6% | +58.9% |
| 10Y | +334.4% | +258.4% | +76.0% | +205.9% |
| All | +44,287.4% | +9,250.9% | +35,036.5% | +13,486.0% |
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