+26.4%
AZN vs CCJ
+164.6%
-138.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +1.8% |
| 7D | -3.1% | -3.2% | +0.1% | -3.0% |
| 30D | +0.6% | -1.3% | +1.9% | +0.6% |
| 3M | -10.8% | +2.5% | -13.3% | -10.9% |
| 6M | -18.1% | -18.9% | +0.7% | -17.7% |
| YTD | -12.3% | +6.5% | -18.7% | -12.8% |
| 1Y | -0.2% | +22.8% | -23.0% | -1.8% |
| All | +26.4% | +164.6% | -138.2% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling