+109.5%
CF vs AZO
+78.2%
+31.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +6.9% | +10.6% | -3.7% | +5.6% |
| 3M | +4.8% | +4.0% | +0.9% | +4.2% |
| 6M | +4.7% | -7.0% | +11.7% | +5.6% |
| YTD | +56.5% | -4.1% | +60.6% | +55.6% |
| 1Y | +48.4% | -12.6% | +61.0% | +50.7% |
| 3Y | +59.1% | +21.4% | +37.8% | +47.0% |
| 5Y | +109.5% | +74.2% | +35.3% | +69.4% |
| All | +109.5% | +78.2% | +31.4% | +69.4% |
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