+148.6%
CVE vs AZO
+334.0%
-185.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +5.9% | +1.3% | +4.6% | +5.6% |
| 30D | -10.9% | +12.0% | -22.8% | -13.4% |
| 3M | -4.5% | +7.2% | -11.7% | -6.4% |
| 6M | -1.0% | -3.2% | +2.2% | -0.9% |
| YTD | +74.7% | -3.9% | +78.6% | +74.2% |
| 1Y | +65.8% | -14.7% | +80.5% | +70.4% |
| 3Y | +73.2% | +20.4% | +52.8% | +57.6% |
| 5Y | +155.6% | +72.8% | +82.8% | +101.7% |
| All | +148.6% | +334.0% | -185.5% | +38.7% |
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