+34.5%
CMS vs AZO
+72.0%
-37.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +1.7% | +1.3% | +0.4% | +1.4% |
| 30D | +6.2% | +12.0% | -5.8% | +3.7% |
| 3M | +0.6% | +7.2% | -6.6% | -0.9% |
| 6M | -1.8% | -3.2% | +1.4% | -1.5% |
| YTD | +3.8% | -3.9% | +7.7% | +3.8% |
| 1Y | -1.8% | -14.7% | +12.9% | +0.7% |
| 3Y | +39.8% | +20.4% | +19.4% | +32.2% |
| All | +34.5% | +72.0% | -37.5% | +15.7% |
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 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