-29.5%
AZO vs CRL
+78.8%
-108.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | -2.7% | +10.7% | -13.4% | -3.8% |
| 3M | -3.2% | +55.3% | -58.5% | -8.2% |
| 6M | -19.7% | +60.7% | -80.4% | -24.7% |
| YTD | -12.0% | +44.6% | -56.7% | -16.5% |
| 1Y | -29.5% | +77.7% | -107.3% | -33.5% |
| All | -29.5% | +78.8% | -108.4% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling