+7,869.1%
CRS vs AZO
+41,812.3%
-33,943.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -4.1% | -2.9% | -1.2% | -3.2% |
| 30D | -16.6% | -5.3% | -11.3% | -15.2% |
| 3M | -14.3% | -7.3% | -6.9% | -12.7% |
| 6M | +11.6% | -22.7% | +34.3% | +20.1% |
| YTD | +42.6% | -15.0% | +57.6% | +48.5% |
| 1Y | +81.8% | -32.2% | +114.1% | +102.5% |
| 3Y | +632.1% | +10.0% | +622.0% | +588.1% |
| 5Y | +1,401.6% | +85.8% | +1,315.8% | +1,077.4% |
| 10Y | +1,379.0% | +298.9% | +1,080.2% | +813.5% |
| All | +7,869.1% | +41,812.3% | -33,943.2% | +2,342.0% |
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 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