+5,760.6%
CRM vs AZO
+3,148.4%
+2,612.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -3.6% | -0.9% | -2.9% |
| 30D | +28.1% | -5.6% | +33.7% | +31.0% |
| 3M | +48.8% | -6.6% | +55.5% | +52.9% |
| 6M | +28.3% | -22.5% | +50.8% | +41.5% |
| YTD | -6.0% | -15.2% | +9.2% | -0.9% |
| 1Y | +1.4% | -33.9% | +35.4% | +18.7% |
| 3Y | +11.8% | +11.8% | 0.0% | +0.8% |
| 5Y | -2.0% | +85.5% | -87.5% | -32.0% |
| 10Y | +239.6% | +298.2% | -58.6% | +48.8% |
| All | +5,760.6% | +3,148.4% | +2,612.2% | +602.8% |
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