+395.2%
COR vs AZO
+296.8%
+98.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.8% | -3.6% | +0.7% | -1.8% |
| 30D | +2.6% | -5.6% | +8.1% | +4.3% |
| 3M | +14.5% | -6.6% | +21.1% | +16.5% |
| 6M | -7.8% | -22.5% | +14.7% | -1.2% |
| YTD | -4.2% | -15.2% | +11.0% | -0.7% |
| 1Y | +7.0% | -33.9% | +40.9% | +19.9% |
| 3Y | +85.5% | +11.8% | +73.7% | +73.4% |
| 5Y | +181.2% | +85.5% | +95.7% | +116.8% |
| All | +395.2% | +296.8% | +98.3% | +197.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling