+60.4%
CFG vs AZO
+72.0%
-11.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +3.2% | +1.3% | +1.8% | +2.8% |
| 30D | +5.1% | +12.0% | -6.8% | +2.1% |
| 3M | -11.2% | +7.2% | -18.5% | -13.0% |
| 6M | +9.6% | -3.2% | +12.7% | +9.9% |
| YTD | +15.0% | -3.9% | +18.9% | +15.1% |
| 1Y | +29.9% | -14.7% | +44.5% | +34.6% |
| 3Y | +192.1% | +20.4% | +171.7% | +160.5% |
| All | +60.4% | +72.0% | -11.6% | +16.6% |
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 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