+11,573.1%
AZO vs CRL
+1,327.4%
+10,245.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.8% | -4.6% | +3.8% | 0.0% |
| 30D | -5.1% | +0.5% | -5.6% | -5.3% |
| 3M | -7.2% | +46.6% | -53.8% | -13.8% |
| 6M | -20.7% | +57.3% | -78.0% | -27.7% |
| YTD | -14.2% | +39.5% | -53.7% | -20.2% |
| 1Y | -32.2% | +76.9% | -109.0% | -39.9% |
| 3Y | +11.1% | +39.4% | -28.2% | -0.9% |
| 5Y | +87.6% | -37.2% | +124.7% | +91.0% |
| 10Y | +302.9% | +253.4% | +49.5% | +184.9% |
| All | +11,573.1% | +1,327.4% | +10,245.6% | +6,779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling