+3,852.1%
CL vs AZO
+43,293.3%
-39,441.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | -4.8% | -2.7% | -2.1% | -4.4% |
| 3M | +4.9% | -3.2% | +8.1% | +5.5% |
| 6M | -5.7% | -19.7% | +14.0% | -2.0% |
| YTD | +14.4% | -12.0% | +26.4% | +16.7% |
| 1Y | +8.7% | -29.5% | +38.3% | +15.6% |
| 3Y | +30.0% | +17.3% | +12.6% | +24.6% |
| 5Y | +28.4% | +94.1% | -65.7% | +11.0% |
| 10Y | +50.1% | +303.3% | -253.2% | +10.9% |
| All | +3,852.1% | +43,293.3% | -39,441.2% | +1,251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling