+234.6%
CF vs AZO
+93.0%
+141.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -0.9% | -0.5% | -0.5% | -0.9% |
| 30D | +18.1% | -5.6% | +23.7% | +18.9% |
| 3M | +23.4% | -4.0% | +27.3% | +23.7% |
| 6M | +17.1% | -18.9% | +36.0% | +20.3% |
| YTD | +76.2% | -13.0% | +89.2% | +77.6% |
| 1Y | +62.3% | -30.4% | +92.7% | +72.1% |
| 3Y | +71.8% | +12.7% | +59.1% | +59.9% |
| 5Y | +234.6% | +89.6% | +144.9% | +176.4% |
| All | +234.6% | +93.0% | +141.5% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling