+89.6%
CL vs AZO
+334.0%
-244.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +3.2% | +1.3% | +1.9% | +2.9% |
| 30D | +8.0% | +12.0% | -3.9% | +5.1% |
| 3M | +7.9% | +7.2% | +0.7% | +6.0% |
| 6M | +14.7% | -3.2% | +17.9% | +15.2% |
| YTD | +29.2% | -3.9% | +33.0% | +29.4% |
| 1Y | +29.5% | -14.7% | +44.2% | +33.5% |
| 3Y | +40.7% | +20.4% | +20.3% | +32.5% |
| 5Y | +43.9% | +72.8% | -29.0% | +22.5% |
| All | +89.6% | +334.0% | -244.4% | +33.0% |
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