+184.8%
COP vs AZO
+85.8%
+99.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.3% | -3.6% | +5.9% | +2.7% |
| 30D | +8.6% | -5.6% | +14.2% | +9.2% |
| 3M | +19.9% | -6.6% | +26.5% | +20.5% |
| 6M | +19.0% | -22.5% | +41.5% | +22.4% |
| YTD | +50.0% | -15.2% | +65.1% | +51.9% |
| 1Y | +50.5% | -33.9% | +84.5% | +58.9% |
| 3Y | +25.2% | +11.8% | +13.4% | +17.8% |
| All | +184.8% | +85.8% | +99.0% | +123.8% |
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 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