+309.0%
CFG vs AZO
+296.8%
+12.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.4% | -3.6% | +3.1% | +1.0% |
| 30D | -4.6% | -5.6% | +0.9% | -2.5% |
| 3M | +6.7% | -6.6% | +13.3% | +9.0% |
| 6M | +22.1% | -22.5% | +44.6% | +34.3% |
| YTD | +23.2% | -15.2% | +38.4% | +29.6% |
| 1Y | +40.3% | -33.9% | +74.2% | +63.7% |
| 3Y | +187.9% | +11.8% | +176.1% | +157.2% |
| 5Y | +102.0% | +85.5% | +16.4% | +36.2% |
| All | +309.0% | +296.8% | +12.2% | +109.3% |
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 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