+23.6%
CMS vs AZO
+86.9%
-63.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | -1.3% | -5.1% | +3.8% | -0.3% |
| 3M | -5.4% | -7.2% | +1.8% | -4.1% |
| 6M | -10.3% | -20.7% | +10.4% | -6.4% |
| YTD | -0.2% | -14.2% | +13.9% | +2.2% |
| 1Y | -0.9% | -32.2% | +31.3% | +6.7% |
| 3Y | +34.0% | +11.1% | +22.8% | +28.9% |
| 5Y | +23.6% | +87.6% | -64.0% | +7.8% |
| All | +23.6% | +86.9% | -63.4% | +7.8% |
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 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