+153.3%
CMI vs AZO
+10.0%
+143.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.7% | -3.6% | +2.9% | -0.4% |
| 30D | -12.4% | -5.6% | -6.8% | -12.0% |
| 3M | -14.8% | -6.6% | -8.1% | -14.4% |
| 6M | +0.8% | -22.5% | +23.3% | +4.0% |
| YTD | +10.2% | -15.2% | +25.4% | +12.8% |
| 1Y | +37.4% | -33.9% | +71.4% | +45.0% |
| 3Y | +153.3% | +11.8% | +141.5% | +141.8% |
| All | +153.3% | +10.0% | +143.2% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling