+218.9%
CTVA vs AZO
+177.3%
+41.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -4.7% | -2.9% | -1.7% | -3.6% |
| 30D | +11.1% | -5.3% | +16.4% | +13.2% |
| 3M | +13.7% | -7.3% | +21.1% | +16.3% |
| 6M | +11.2% | -22.7% | +33.9% | +21.0% |
| YTD | +26.9% | -15.0% | +41.9% | +32.4% |
| 1Y | +18.8% | -32.2% | +51.1% | +35.4% |
| 3Y | +75.9% | +10.0% | +65.9% | +60.5% |
| 5Y | +105.2% | +85.8% | +19.4% | +39.3% |
| All | +218.9% | +177.3% | +41.6% | +76.5% |
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