+24.9%
COP vs AZO
+10.2%
+14.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +1.0% | -2.9% | +3.9% | +0.9% |
| 30D | +9.6% | -5.3% | +14.9% | +9.5% |
| 3M | +15.0% | -7.3% | +22.4% | +15.0% |
| 6M | +21.8% | -22.7% | +44.4% | +21.9% |
| YTD | +49.6% | -15.0% | +64.7% | +49.7% |
| 1Y | +49.9% | -32.2% | +82.1% | +51.9% |
| All | +24.9% | +10.2% | +14.7% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling