+3,225.2%
CSGP vs AZO
+9,853.9%
-6,628.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | -3.7% |
| 7D | +1.3% | +1.5% | -0.2% | +0.9% |
| 30D | +10.7% | +13.0% | -2.3% | +6.6% |
| 3M | +3.3% | +4.8% | -1.5% | +1.9% |
| 6M | -10.3% | -9.2% | -1.1% | -7.4% |
| YTD | -54.6% | -5.2% | -49.4% | -54.0% |
| 1Y | -54.6% | -12.4% | -42.2% | -53.0% |
| 3Y | -60.3% | +23.4% | -83.8% | -63.8% |
| 5Y | -63.3% | +76.9% | -140.2% | -70.5% |
| 10Y | +66.5% | +339.6% | -273.1% | -4.8% |
| All | +3,225.2% | +9,853.9% | -6,628.7% | +698.8% |
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