+117.7%
CMS vs AZO
+297.5%
-179.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.3% | -2.9% | +1.6% | -0.6% |
| 30D | -2.8% | -5.3% | +2.5% | -1.5% |
| 3M | -7.1% | -7.3% | +0.2% | -5.6% |
| 6M | -10.0% | -22.7% | +12.6% | -4.7% |
| YTD | -0.9% | -15.0% | +14.1% | +2.2% |
| 1Y | -2.0% | -32.2% | +30.2% | +6.9% |
| 3Y | +33.0% | +10.0% | +23.0% | +27.0% |
| 5Y | +24.3% | +85.8% | -61.6% | +1.4% |
| All | +117.7% | +297.5% | -179.7% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling