+3,369.0%
CLS vs AZO
+8,783.1%
-5,414.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +5.0% | -2.9% | +7.9% | +6.1% |
| 30D | +4.8% | -5.3% | +10.1% | +6.8% |
| 3M | -10.4% | -7.3% | -3.0% | -8.6% |
| 6M | +20.8% | -22.7% | +43.5% | +31.6% |
| YTD | +10.0% | -15.0% | +25.1% | +15.1% |
| 1Y | +28.5% | -32.2% | +60.8% | +45.7% |
| 3Y | +1,292.2% | +10.0% | +1,282.2% | +1,155.4% |
| 5Y | +3,616.8% | +85.8% | +3,531.0% | +2,524.2% |
| 10Y | +2,959.5% | +298.9% | +2,660.6% | +1,404.5% |
| All | +3,369.0% | +8,783.1% | -5,414.1% | +327.9% |
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 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