+61.7%
CF vs AZO
-28.9%
+90.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.2% |
| 7D | +6.0% | +0.7% | +5.3% | +6.1% |
| 30D | +14.8% | -2.7% | +17.5% | +14.5% |
| 3M | +14.1% | -3.2% | +17.3% | +13.8% |
| 6M | +28.5% | -19.7% | +48.3% | +26.3% |
| YTD | +74.9% | -12.0% | +87.0% | +70.0% |
| 1Y | +61.7% | -29.5% | +91.2% | +65.3% |
| All | +61.7% | -28.9% | +90.6% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling