+10.7%
CARR vs AZO
+85.8%
-75.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -3.8% | -3.6% | -0.2% | -2.7% |
| 30D | -8.9% | -5.6% | -3.4% | -7.4% |
| 3M | -17.3% | -6.6% | -10.7% | -16.0% |
| 6M | -1.4% | -22.5% | +21.1% | +6.1% |
| YTD | +10.0% | -15.2% | +25.2% | +14.7% |
| 1Y | -6.4% | -33.9% | +27.6% | +5.9% |
| 3Y | +1.5% | +11.8% | -10.3% | -8.1% |
| All | +10.7% | +85.8% | -75.1% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling