+1,578.1%
CCJ vs AZO
+9,643.8%
-8,065.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.2% |
| 7D | +4.2% | -0.8% | +5.0% | +4.4% |
| 30D | +3.2% | -5.1% | +8.3% | +4.5% |
| 3M | -1.8% | -7.2% | +5.4% | -0.4% |
| 6M | -13.5% | -20.7% | +7.2% | -9.1% |
| YTD | +9.7% | -14.2% | +23.9% | +13.0% |
| 1Y | +30.0% | -32.2% | +62.2% | +41.3% |
| 3Y | +172.6% | +11.1% | +161.5% | +158.4% |
| 5Y | +342.9% | +87.6% | +255.4% | +264.6% |
| 10Y | +1,099.7% | +302.9% | +796.8% | +689.6% |
| All | +1,578.1% | +9,643.8% | -8,065.7% | +456.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling