-65.3%
CSGP vs AZO
-28.9%
-36.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | +2.3% | -2.7% | +5.0% | +3.1% |
| 3M | -8.2% | -3.2% | -5.0% | -7.6% |
| 6M | -35.1% | -19.7% | -15.3% | -34.2% |
| YTD | -54.0% | -12.0% | -42.0% | -52.6% |
| 1Y | -65.3% | -29.5% | -35.8% | -64.2% |
| All | -65.3% | -28.9% | -36.4% | -64.2% |
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