+605.5%
CMS vs AZO
+47,313.8%
-46,708.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +1.7% | +1.3% | +0.4% | +1.5% |
| 30D | +6.2% | +12.0% | -5.8% | +3.8% |
| 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% | +3.9% |
| 1Y | -1.8% | -14.7% | +12.9% | +0.6% |
| 3Y | +39.8% | +20.4% | +19.4% | +32.8% |
| 5Y | +37.1% | +72.8% | -35.7% | +20.0% |
| 10Y | +138.6% | +334.4% | -195.8% | +71.0% |
| All | +605.5% | +47,313.8% | -46,708.4% | +149.4% |
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