-64.8%
CSGP vs AZO
+95.0%
-159.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | -8.2% | -3.2% | -5.0% | -7.1% |
| 6M | -35.1% | -19.7% | -15.3% | -30.5% |
| YTD | -54.0% | -12.0% | -42.0% | -52.4% |
| 1Y | -65.3% | -29.5% | -35.8% | -61.4% |
| 3Y | -62.6% | +17.3% | -79.9% | -66.5% |
| All | -64.8% | +95.0% | -159.7% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling