+32.2%
CVS vs AZO
+85.8%
-53.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.2% | -3.6% | +1.4% | -1.4% |
| 30D | -0.1% | -5.6% | +5.5% | +1.2% |
| 3M | -5.2% | -6.6% | +1.4% | -4.0% |
| 6M | +26.9% | -22.5% | +49.4% | +33.8% |
| YTD | +22.1% | -15.2% | +37.2% | +25.4% |
| 1Y | +30.8% | -33.9% | +64.7% | +43.3% |
| 3Y | +54.4% | +11.8% | +42.6% | +43.9% |
| All | +32.2% | +85.8% | -53.5% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling