+85.8%
AZO vs CPB
-40.6%
+126.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | 0.0% |
| 7D | -2.9% | -5.4% | +2.5% | -1.7% |
| 30D | -5.3% | -7.8% | +2.5% | -3.6% |
| 3M | -7.3% | -6.9% | -0.4% | -6.0% |
| 6M | -22.7% | -12.2% | -10.5% | -20.7% |
| YTD | -15.0% | -21.1% | +6.0% | -10.9% |
| 1Y | -32.2% | -33.5% | +1.3% | -26.1% |
| 3Y | +10.0% | -43.2% | +53.2% | +22.3% |
| 5Y | +85.8% | -40.9% | +126.7% | +109.4% |
| All | +85.8% | -40.6% | +126.5% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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