+52.9%
CL vs AZO
+297.5%
-244.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | -4.8% | -5.3% | +0.5% | -3.5% |
| 3M | -1.7% | -7.3% | +5.6% | 0.0% |
| 6M | -3.8% | -22.7% | +18.8% | +1.9% |
| YTD | +13.3% | -15.0% | +28.3% | +17.0% |
| 1Y | +8.3% | -32.2% | +40.5% | +18.1% |
| 3Y | +28.8% | +10.0% | +18.8% | +24.0% |
| 5Y | +28.5% | +85.8% | -57.3% | +7.6% |
| All | +52.9% | +297.5% | -244.5% | +10.9% |
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