+274.2%
CME vs AZO
+296.8%
-22.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.6% | -3.6% | +2.0% | -0.6% |
| 30D | +5.6% | -5.6% | +11.1% | +7.3% |
| 3M | +5.6% | -6.6% | +12.2% | +7.3% |
| 6M | -8.3% | -22.5% | +14.2% | -2.0% |
| YTD | +4.3% | -15.2% | +19.5% | +8.0% |
| 1Y | +9.1% | -33.9% | +43.0% | +21.8% |
| 3Y | +52.1% | +11.8% | +40.2% | +41.5% |
| 5Y | +79.7% | +85.5% | -5.9% | +36.4% |
| All | +274.2% | +296.8% | -22.6% | +128.3% |
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