+300.2%
CCJ vs AZO
+85.8%
+214.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -4.0% | -3.6% | -0.5% | -3.4% |
| 30D | -2.4% | -5.6% | +3.2% | -1.3% |
| 3M | -2.3% | -6.6% | +4.3% | -1.3% |
| 6M | -16.2% | -22.5% | +6.3% | -12.0% |
| YTD | +5.7% | -15.2% | +20.9% | +9.0% |
| 1Y | +21.3% | -33.9% | +55.2% | +31.7% |
| 3Y | +159.4% | +11.8% | +147.6% | +137.4% |
| All | +300.2% | +85.8% | +214.4% | +238.1% |
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