+142.1%
CI vs AZO
+296.8%
-154.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.1% | -3.6% | +3.5% | +1.1% |
| 30D | +1.8% | -5.6% | +7.3% | +3.7% |
| 3M | -4.2% | -6.6% | +2.4% | -2.4% |
| 6M | +8.8% | -22.5% | +31.4% | +17.7% |
| YTD | +3.7% | -15.2% | +18.9% | +8.2% |
| 1Y | -6.1% | -33.9% | +27.8% | +6.7% |
| 3Y | +4.5% | +11.8% | -7.3% | -3.5% |
| 5Y | +50.5% | +85.5% | -35.0% | +11.9% |
| All | +142.1% | +296.8% | -154.7% | +45.6% |
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 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