+165.0%
CMI vs AZO
+85.8%
+79.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.7% | -3.6% | +2.9% | 0.0% |
| 30D | -12.4% | -5.6% | -6.8% | -11.5% |
| 3M | -14.8% | -6.6% | -8.1% | -14.0% |
| 6M | +0.8% | -22.5% | +23.3% | +6.0% |
| YTD | +10.2% | -15.2% | +25.4% | +13.5% |
| 1Y | +37.4% | -33.9% | +71.4% | +49.8% |
| 3Y | +153.3% | +11.8% | +141.5% | +134.9% |
| All | +165.0% | +85.8% | +79.2% | +107.9% |
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