+79.6%
CME vs AZO
+85.8%
-6.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.6% | -3.6% | +2.0% | -1.0% |
| 30D | +5.6% | -5.6% | +11.1% | +6.6% |
| 3M | +5.6% | -6.6% | +12.2% | +6.7% |
| 6M | -8.3% | -22.5% | +14.2% | -4.2% |
| YTD | +4.3% | -15.2% | +19.5% | +6.7% |
| 1Y | +9.1% | -33.9% | +43.0% | +17.5% |
| 3Y | +52.1% | +11.8% | +40.2% | +45.1% |
| All | +79.6% | +85.8% | -6.1% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling