+107.8%
CB vs AZO
+72.0%
+35.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +2.9% | +1.3% | +1.6% | +2.6% |
| 30D | +7.3% | +12.0% | -4.6% | +4.3% |
| 3M | +9.4% | +7.2% | +2.2% | +7.4% |
| 6M | +19.6% | -3.2% | +22.8% | +20.0% |
| YTD | +21.5% | -3.9% | +25.4% | +21.4% |
| 1Y | +28.0% | -14.7% | +42.7% | +31.8% |
| 3Y | +74.9% | +20.4% | +54.5% | +62.8% |
| All | +107.8% | +72.0% | +35.8% | +68.0% |
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