+17,119.9%
COR vs AZO
+11,825.7%
+5,294.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | +1.5% | -5.6% | +7.1% | +2.8% |
| 3M | +18.7% | -4.0% | +22.7% | +19.6% |
| 6M | -9.0% | -18.9% | +9.9% | -5.1% |
| YTD | -3.3% | -13.0% | +9.7% | -1.0% |
| 1Y | +9.8% | -30.4% | +40.3% | +18.1% |
| 3Y | +87.4% | +12.7% | +74.7% | +79.2% |
| 5Y | +180.5% | +89.6% | +90.9% | +136.2% |
| 10Y | +398.1% | +304.7% | +93.5% | +249.4% |
| All | +17,119.9% | +11,825.7% | +5,294.2% | +6,151.9% |
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