+4,013.6%
CMG vs AZO
+2,913.9%
+1,099.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -3.6% | +1.5% | -0.5% |
| 30D | +10.9% | -5.6% | +16.5% | +13.5% |
| 3M | +15.8% | -6.6% | +22.5% | +18.7% |
| 6M | +6.9% | -22.5% | +29.5% | +18.4% |
| YTD | -2.2% | -15.2% | +13.0% | +3.4% |
| 1Y | -7.1% | -33.9% | +26.9% | +9.2% |
| 3Y | -7.1% | +11.8% | -18.9% | -16.0% |
| 5Y | -4.8% | +85.5% | -90.3% | -33.7% |
| 10Y | +324.3% | +298.2% | +26.1% | +87.2% |
| All | +4,013.6% | +2,913.9% | +1,099.8% | +410.0% |
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