+38.3%
CL vs AZO
+19.8%
+18.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.8% | -2.6% | +1.9% | -0.1% |
| 30D | +9.5% | +11.7% | -2.2% | +6.6% |
| 3M | +6.8% | +6.4% | +0.4% | +5.1% |
| 6M | +14.3% | -5.5% | +19.8% | +15.2% |
| YTD | +27.0% | -4.5% | +31.5% | +27.1% |
| 1Y | +26.3% | -13.8% | +40.1% | +29.4% |
| All | +38.3% | +19.8% | +18.5% | +36.9% |
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 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