+183.3%
CFG vs AZO
+11.4%
+172.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | -4.5% | -5.1% | +0.6% | -3.7% |
| 3M | +6.3% | -7.2% | +13.5% | +7.4% |
| 6M | +20.6% | -20.7% | +41.3% | +25.2% |
| YTD | +21.2% | -14.2% | +35.4% | +24.0% |
| 1Y | +38.2% | -32.2% | +70.4% | +48.3% |
| All | +183.3% | +11.4% | +172.0% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling