-2.0%
CMS vs AZO
-32.7%
+30.7%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.3% | -2.9% | +1.6% | -0.9% |
| 30D | -2.8% | -5.3% | +2.5% | -2.0% |
| 3M | -7.1% | -7.3% | +0.2% | -6.1% |
| 6M | -10.0% | -22.7% | +12.6% | -7.1% |
| YTD | -0.9% | -15.0% | +14.1% | +0.7% |
| 1Y | -2.0% | -32.2% | +30.2% | +4.0% |
| All | -2.0% | -32.7% | +30.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling