+15,004.0%
CTAS vs AZO
+42,241.4%
-27,237.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.2% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | -1.1% | -5.1% | +4.1% | +0.6% |
| 3M | +11.5% | -7.2% | +18.7% | +14.0% |
| 6M | +0.2% | -20.7% | +20.9% | +7.4% |
| YTD | +7.2% | -14.2% | +21.3% | +11.6% |
| 1Y | 0.0% | -32.2% | +32.2% | +12.0% |
| 3Y | +65.9% | +11.1% | +54.8% | +56.8% |
| 5Y | +109.6% | +87.6% | +22.0% | +65.9% |
| 10Y | +683.8% | +302.9% | +380.8% | +380.9% |
| All | +15,004.0% | +42,241.4% | -27,237.3% | +3,048.4% |
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