-3.1%
CMG vs AZO
+85.8%
-88.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | -3.6% | +1.5% | -1.1% |
| 30D | +10.9% | -5.6% | +16.5% | +12.6% |
| 3M | +15.8% | -6.6% | +22.5% | +17.7% |
| 6M | +6.9% | -22.5% | +29.5% | +14.3% |
| YTD | -2.2% | -15.2% | +13.0% | +1.3% |
| 1Y | -7.1% | -33.9% | +26.9% | +3.6% |
| 3Y | -7.1% | +11.8% | -18.9% | -14.9% |
| All | -3.1% | +85.8% | -88.8% | -32.7% |
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