+26,781.2%
CMI vs AZO
+41,743.6%
-14,962.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.7% | -3.6% | +2.9% | +0.4% |
| 30D | -12.4% | -5.6% | -6.8% | -10.8% |
| 3M | -14.8% | -6.6% | -8.1% | -13.5% |
| 6M | +0.8% | -22.5% | +23.3% | +8.2% |
| YTD | +10.2% | -15.2% | +25.4% | +14.7% |
| 1Y | +37.4% | -33.9% | +71.4% | +54.4% |
| 3Y | +153.3% | +11.8% | +141.5% | +135.5% |
| 5Y | +167.6% | +85.5% | +82.1% | +106.7% |
| 10Y | +514.4% | +298.2% | +216.2% | +255.3% |
| All | +26,781.2% | +41,743.6% | -14,962.4% | +5,184.0% |
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