-49.3%
CCI vs AZO
+85.8%
-135.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -0.3% | -3.6% | +3.3% | +0.7% |
| 30D | +2.2% | -5.6% | +7.8% | +3.7% |
| 3M | -16.9% | -6.6% | -10.2% | -15.6% |
| 6M | -11.5% | -22.5% | +11.0% | -6.0% |
| YTD | -12.8% | -15.2% | +2.3% | -9.7% |
| 1Y | -17.1% | -33.9% | +16.9% | -8.4% |
| 3Y | -9.6% | +11.8% | -21.4% | -14.2% |
| All | -49.3% | +85.8% | -135.1% | -58.5% |
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