-4.9%
CARR vs AZO
-10.2%
+5.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | -4.2% | +5.5% | -9.7% | -5.2% |
| 30D | -4.7% | +14.2% | -18.9% | -7.4% |
| 3M | -18.3% | +7.9% | -26.3% | -19.8% |
| 6M | -16.4% | -6.6% | -9.9% | -14.6% |
| YTD | +2.3% | -2.4% | +4.7% | +3.6% |
| 1Y | -4.9% | -9.6% | +4.7% | -3.3% |
| All | -4.9% | -10.2% | +5.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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