+28.3%
CL vs AZO
+86.9%
-58.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.1% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -5.5% | -5.1% | -0.4% | -4.3% |
| 3M | +0.8% | -7.2% | +8.1% | +2.5% |
| 6M | -4.2% | -20.7% | +16.5% | +0.9% |
| YTD | +13.4% | -14.2% | +27.6% | +16.8% |
| 1Y | +7.1% | -32.2% | +39.2% | +16.8% |
| 3Y | +29.0% | +11.1% | +17.9% | +24.3% |
| 5Y | +28.3% | +87.6% | -59.3% | +7.2% |
| All | +28.3% | +86.9% | -58.6% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling