+135.5%
CVE vs AZO
+333.0%
-197.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -10.0% | +0.5% | -10.5% | -10.2% |
| 30D | -11.9% | +9.4% | -21.3% | -13.9% |
| 3M | -5.9% | +4.9% | -10.8% | -7.4% |
| 6M | -1.6% | -8.0% | +6.4% | -0.3% |
| YTD | +66.3% | -5.1% | +71.4% | +66.3% |
| 1Y | +57.5% | -13.7% | +71.2% | +61.3% |
| 3Y | +65.4% | +19.1% | +46.4% | +51.0% |
| 5Y | +144.2% | +71.0% | +73.2% | +93.1% |
| 10Y | +135.5% | +331.1% | -195.6% | +30.8% |
| All | +135.5% | +333.0% | -197.5% | +30.8% |
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 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