+3,154.0%
CLS vs AZO
+296.8%
+2,857.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.7% | +6.6% |
| 7D | +10.9% | -3.6% | +14.5% | +12.1% |
| 30D | +2.1% | -5.6% | +7.6% | +3.6% |
| 3M | -10.2% | -6.6% | -3.5% | -9.0% |
| 6M | +30.4% | -22.5% | +52.9% | +39.3% |
| YTD | +17.2% | -15.2% | +32.4% | +21.5% |
| 1Y | +41.0% | -33.9% | +75.0% | +57.3% |
| 3Y | +1,338.0% | +11.8% | +1,326.2% | +1,188.1% |
| 5Y | +3,860.6% | +85.5% | +3,775.0% | +2,715.0% |
| All | +3,154.0% | +296.8% | +2,857.2% | +1,849.8% |
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