+357.2%
CFG vs AZO
+479.5%
-122.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.7% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | -3.7% | -5.6% | +1.9% | -1.5% |
| 3M | +9.5% | -4.0% | +13.5% | +10.6% |
| 6M | +22.2% | -18.9% | +41.2% | +32.0% |
| YTD | +22.3% | -13.0% | +35.3% | +27.4% |
| 1Y | +39.4% | -30.4% | +69.9% | +59.2% |
| 3Y | +188.5% | +12.7% | +175.8% | +157.8% |
| 5Y | +101.5% | +89.6% | +11.9% | +35.8% |
| 10Y | +308.6% | +304.7% | +4.0% | +104.6% |
| All | +357.2% | +479.5% | -122.2% | +78.6% |
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