+1,323.2%
CRS vs AZO
+296.8%
+1,026.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -6.8% | -3.6% | -3.2% | -5.3% |
| 30D | -16.1% | -5.6% | -10.6% | -14.1% |
| 3M | -21.2% | -6.6% | -14.5% | -19.5% |
| 6M | +8.7% | -22.5% | +31.2% | +20.5% |
| YTD | +41.0% | -15.2% | +56.2% | +49.1% |
| 1Y | +82.7% | -33.9% | +116.6% | +115.8% |
| 3Y | +604.8% | +11.8% | +593.0% | +521.6% |
| 5Y | +1,384.7% | +85.5% | +1,299.2% | +859.4% |
| All | +1,323.2% | +296.8% | +1,026.4% | +591.9% |
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 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