+173.5%
CVE vs AZO
+300.1%
-126.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | +13.2% | -5.1% | +18.3% | +14.5% |
| 3M | +21.7% | -7.2% | +28.9% | +23.3% |
| 6M | +48.4% | -20.7% | +69.1% | +55.6% |
| YTD | +100.1% | -14.2% | +114.3% | +105.4% |
| 1Y | +107.8% | -32.2% | +140.0% | +126.1% |
| 3Y | +76.9% | +11.1% | +65.8% | +64.2% |
| 5Y | +346.2% | +87.6% | +258.7% | +241.0% |
| 10Y | +173.5% | +302.9% | -129.4% | +59.3% |
| All | +173.5% | +300.1% | -126.5% | +59.3% |
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