-42.6%
CCL vs AZO
+296.8%
-339.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.2% | -3.6% | +0.3% | -1.7% |
| 30D | -17.8% | -5.6% | -12.2% | -15.8% |
| 3M | -18.7% | -6.6% | -12.0% | -16.6% |
| 6M | -11.4% | -22.5% | +11.1% | -1.8% |
| YTD | -24.3% | -15.2% | -9.1% | -20.0% |
| 1Y | -28.8% | -33.9% | +5.1% | -16.4% |
| 3Y | +49.3% | +11.8% | +37.5% | +34.2% |
| 5Y | +1.6% | +85.5% | -83.9% | -30.6% |
| All | -42.6% | +296.8% | -339.5% | -69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling