+1,560.9%
CVS vs AZO
+42,241.4%
-40,680.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -0.3% | -5.1% | +4.8% | +1.0% |
| 3M | -1.1% | -7.2% | +6.1% | +0.5% |
| 6M | +23.7% | -20.7% | +44.4% | +30.2% |
| YTD | +23.0% | -14.2% | +37.2% | +26.6% |
| 1Y | +37.2% | -32.2% | +69.3% | +49.4% |
| 3Y | +62.4% | +11.1% | +51.3% | +54.5% |
| 5Y | +31.8% | +87.6% | -55.8% | +8.7% |
| 10Y | +41.9% | +302.9% | -261.0% | -6.0% |
| All | +1,560.9% | +42,241.4% | -40,680.5% | +323.4% |
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