+733.5%
CCL vs AZO
+42,832.5%
-42,099.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -0.9% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -20.0% | -5.6% | -14.4% | -18.2% |
| 3M | -13.7% | -4.0% | -9.7% | -12.6% |
| 6M | -9.0% | -18.9% | +9.9% | -1.9% |
| YTD | -22.8% | -13.0% | -9.8% | -19.5% |
| 1Y | -25.3% | -30.4% | +5.1% | -15.5% |
| 3Y | +54.1% | +12.7% | +41.4% | +42.0% |
| 5Y | +3.5% | +89.6% | -86.2% | -23.2% |
| 10Y | -41.0% | +304.7% | -345.7% | -67.6% |
| All | +733.5% | +42,832.5% | -42,099.0% | +9.8% |
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