+216.5%
AZN vs CCJ
+1,065.5%
-849.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.6% | -4.0% | +2.5% | -1.2% |
| 30D | +1.1% | -2.4% | +3.4% | +1.2% |
| 3M | -12.1% | -2.3% | -9.8% | -12.1% |
| 6M | -17.1% | -16.2% | -0.9% | -16.3% |
| YTD | -12.0% | +5.7% | -17.6% | -13.1% |
| 1Y | -0.2% | +21.3% | -21.5% | -3.4% |
| 3Y | +26.8% | +159.4% | -132.6% | +11.6% |
| 5Y | +56.9% | +300.7% | -243.8% | +30.2% |
| All | +216.5% | +1,065.5% | -849.0% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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