+245.6%
CRH vs AZO
+296.8%
-51.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | -3.6% | -2.5% | -4.8% |
| 30D | -9.3% | -5.6% | -3.7% | -7.4% |
| 3M | -15.2% | -6.6% | -8.5% | -13.3% |
| 6M | -14.2% | -22.5% | +8.3% | -6.3% |
| YTD | -28.3% | -15.2% | -13.1% | -24.4% |
| 1Y | -21.8% | -33.9% | +12.2% | -9.7% |
| 3Y | +71.6% | +11.8% | +59.8% | +58.1% |
| 5Y | +96.6% | +85.5% | +11.1% | +44.8% |
| All | +245.6% | +296.8% | -51.2% | +107.7% |
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