+47.5%
CCL vs AZO
+10.2%
+37.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -4.3% | -2.9% | -1.4% | -3.7% |
| 30D | -19.0% | -5.3% | -13.7% | -18.0% |
| 3M | -13.1% | -7.3% | -5.7% | -11.7% |
| 6M | -13.3% | -22.7% | +9.4% | -8.8% |
| YTD | -25.2% | -15.0% | -10.2% | -23.0% |
| 1Y | -27.2% | -32.2% | +5.1% | -21.3% |
| All | +47.5% | +10.2% | +37.3% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling