+216.7%
CTVA vs AZO
+176.9%
+39.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.5% | -3.6% | -0.9% | -3.3% |
| 30D | +11.3% | -5.6% | +16.9% | +13.5% |
| 3M | +12.3% | -6.6% | +19.0% | +14.6% |
| 6M | +7.2% | -22.5% | +29.7% | +16.5% |
| YTD | +26.0% | -15.2% | +41.2% | +31.5% |
| 1Y | +16.0% | -33.9% | +50.0% | +33.6% |
| 3Y | +73.9% | +11.8% | +62.1% | +57.5% |
| 5Y | +103.8% | +85.5% | +18.3% | +38.4% |
| All | +216.7% | +176.9% | +39.8% | +75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling