+12.0%
AZO vs CRL
+36.0%
-24.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -2.9% | -6.9% | +4.0% | -2.3% |
| 30D | -5.3% | -3.2% | -2.1% | -5.1% |
| 3M | -7.3% | +46.5% | -53.9% | -10.6% |
| 6M | -22.7% | +63.1% | -85.8% | -26.2% |
| YTD | -15.0% | +36.9% | -51.9% | -17.9% |
| 1Y | -32.2% | +78.1% | -110.4% | -35.9% |
| All | +12.0% | +36.0% | -24.0% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling