+5.6%
CNC vs AZO
+85.8%
-80.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -0.9% | -3.6% | +2.6% | -0.2% |
| 30D | -1.0% | -5.6% | +4.6% | +0.2% |
| 3M | +4.5% | -6.6% | +11.2% | +5.8% |
| 6M | +85.2% | -22.5% | +107.7% | +94.5% |
| YTD | +61.4% | -15.2% | +76.6% | +65.3% |
| 1Y | +94.9% | -33.9% | +128.8% | +112.4% |
| 3Y | 0.0% | +11.8% | -11.8% | -6.4% |
| All | +5.6% | +85.8% | -80.2% | -9.0% |
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 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