+1,905.4%
AZN vs CCJ
+1,578.1%
+327.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -2.9% | +4.2% | -7.1% | -3.4% |
| 30D | -3.1% | +3.2% | -6.3% | -3.5% |
| 3M | -14.4% | -1.8% | -12.6% | -14.5% |
| 6M | -19.5% | -13.5% | -6.0% | -18.6% |
| YTD | -13.8% | +9.7% | -23.5% | -16.0% |
| 1Y | -2.4% | +30.0% | -32.4% | -8.0% |
| 3Y | +21.3% | +172.6% | -151.3% | 0.0% |
| 5Y | +53.6% | +342.9% | -289.3% | +14.4% |
| 10Y | +220.1% | +1,099.7% | -879.6% | +90.1% |
| All | +1,905.4% | +1,578.1% | +327.3% | +917.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling