+4.5%
CI vs AZO
+10.2%
-5.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -1.3% | -2.9% | +1.6% | -0.8% |
| 30D | +3.1% | -5.3% | +8.4% | +4.1% |
| 3M | -4.5% | -7.3% | +2.8% | -3.4% |
| 6M | +8.3% | -22.7% | +30.9% | +12.8% |
| YTD | +3.8% | -15.0% | +18.8% | +6.1% |
| 1Y | -5.0% | -32.2% | +27.2% | +1.6% |
| All | +4.5% | +10.2% | -5.7% | +4.3% |
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 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