-11.2%
CRM vs AZO
-10.2%
-1.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -3.7% | +5.5% | -9.2% | -4.5% |
| 30D | -1.1% | +14.2% | -15.3% | -3.0% |
| 3M | +15.5% | +7.9% | +7.5% | +14.1% |
| 6M | +19.5% | -6.6% | +26.0% | +17.4% |
| YTD | -15.5% | -2.4% | -13.0% | -17.4% |
| 1Y | -11.2% | -9.6% | -1.6% | -14.2% |
| All | -11.2% | -10.2% | -1.1% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling