+5,967.0%
CF vs AZO
+2,890.5%
+3,076.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.5% |
| 7D | +6.0% | +0.7% | +5.3% | +5.6% |
| 30D | +14.8% | -2.7% | +17.5% | +15.9% |
| 3M | +14.1% | -3.2% | +17.3% | +14.6% |
| 6M | +28.5% | -19.7% | +48.3% | +38.6% |
| YTD | +74.9% | -12.0% | +87.0% | +79.7% |
| 1Y | +61.7% | -29.5% | +91.2% | +83.3% |
| 3Y | +80.3% | +17.3% | +63.0% | +56.3% |
| 5Y | +226.0% | +94.1% | +131.9% | +111.6% |
| 10Y | +569.9% | +303.3% | +266.6% | +180.6% |
| All | +5,967.0% | +2,890.5% | +3,076.5% | +576.6% |
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