+1,570.1%
CNP vs AZO
+42,241.4%
-40,671.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | -0.1% | -5.1% | +5.1% | +0.9% |
| 3M | -5.6% | -7.2% | +1.6% | -4.5% |
| 6M | -7.5% | -20.7% | +13.3% | -3.8% |
| YTD | +5.5% | -14.2% | +19.7% | +7.8% |
| 1Y | +8.3% | -32.2% | +40.5% | +15.5% |
| 3Y | +51.8% | +11.1% | +40.6% | +46.5% |
| 5Y | +69.9% | +87.6% | -17.7% | +47.6% |
| 10Y | +139.9% | +302.9% | -163.0% | +81.2% |
| All | +1,570.1% | +42,241.4% | -40,671.2% | +709.9% |
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