-33.9%
AZO vs CRL
+80.5%
-114.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -3.6% | -3.5% | 0.0% | -3.2% |
| 30D | -5.6% | -2.1% | -3.4% | -5.4% |
| 3M | -6.6% | +48.0% | -54.6% | -11.0% |
| 6M | -22.5% | +64.7% | -87.2% | -27.3% |
| YTD | -15.2% | +39.5% | -54.7% | -19.2% |
| 1Y | -33.9% | +74.2% | -108.1% | -37.4% |
| All | -33.9% | +80.5% | -114.5% | -37.4% |
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