+590.1%
CF vs AZO
+297.5%
+292.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -2.0% | -2.9% | +1.0% | -1.1% |
| 30D | +15.3% | -5.3% | +20.6% | +17.0% |
| 3M | +24.3% | -7.3% | +31.6% | +26.5% |
| 6M | +23.9% | -22.7% | +46.6% | +32.6% |
| YTD | +77.3% | -15.0% | +92.3% | +82.5% |
| 1Y | +58.7% | -32.2% | +90.9% | +76.8% |
| 3Y | +72.8% | +10.0% | +62.8% | +57.7% |
| 5Y | +228.8% | +85.8% | +142.9% | +135.3% |
| All | +590.1% | +297.5% | +292.7% | +271.2% |
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 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