+1.4%
CRM vs AZO
-32.5%
+34.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -3.6% | -0.9% | -4.0% |
| 30D | +28.1% | -5.6% | +33.7% | +29.0% |
| 3M | +48.8% | -6.6% | +55.5% | +49.6% |
| 6M | +28.3% | -22.5% | +50.8% | +27.8% |
| YTD | -6.0% | -15.2% | +9.2% | -6.2% |
| 1Y | +1.4% | -33.9% | +35.4% | +4.0% |
| All | +1.4% | -32.5% | +34.0% | +4.0% |
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