+288.6%
AZO vs CRL
+256.1%
+32.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -3.6% | -3.5% | 0.0% | -2.9% |
| 30D | -5.6% | -2.1% | -3.4% | -5.3% |
| 3M | -6.6% | +48.0% | -54.6% | -13.6% |
| 6M | -22.5% | +64.7% | -87.2% | -30.1% |
| YTD | -15.2% | +39.5% | -54.7% | -21.3% |
| 1Y | -33.9% | +74.2% | -108.1% | -41.6% |
| 3Y | +11.8% | +39.4% | -27.6% | -0.5% |
| 5Y | +85.5% | -36.9% | +122.4% | +100.3% |
| All | +288.6% | +256.1% | +32.5% | +158.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling