+1,249.5%
CLS vs AZO
+10.2%
+1,239.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.6% |
| 7D | +5.0% | -2.9% | +7.9% | +4.8% |
| 30D | +4.8% | -5.3% | +10.1% | +4.4% |
| 3M | -10.4% | -7.3% | -3.0% | -10.6% |
| 6M | +20.8% | -22.7% | +43.5% | +19.6% |
| YTD | +10.0% | -15.0% | +25.1% | +10.1% |
| 1Y | +28.5% | -32.2% | +60.8% | +26.4% |
| All | +1,249.5% | +10.2% | +1,239.2% | +1,149.5% |
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