+26.8%
AZN vs CCI
-10.3%
+37.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +1.1% | +2.2% | -1.2% | +0.5% |
| 3M | -12.1% | -16.9% | +4.8% | -8.5% |
| 6M | -17.1% | -11.5% | -5.6% | -15.1% |
| YTD | -12.0% | -12.8% | +0.9% | -9.7% |
| 1Y | -0.2% | -17.1% | +16.9% | +3.4% |
| 3Y | +26.8% | -9.6% | +36.4% | +30.4% |
| All | +26.8% | -10.3% | +37.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 3y: compounded portfolio wealth divided by compounded CCI 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…
3y analysis · Full analysis span regression · 6 months rolling