+414.9%
AZN vs CDW
+903.1%
-488.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | 0.0% | +3.2% | -3.2% | -0.6% |
| 30D | +0.7% | +9.3% | -8.5% | -1.0% |
| 3M | -10.5% | +9.8% | -20.3% | -12.6% |
| 6M | -19.3% | +23.3% | -42.6% | -23.9% |
| YTD | -10.6% | +13.7% | -24.2% | -14.5% |
| 1Y | +0.5% | -6.5% | +7.0% | -0.1% |
| 3Y | +25.9% | -25.2% | +51.1% | +29.2% |
| 5Y | +52.4% | -19.5% | +71.9% | +50.7% |
| 10Y | +220.8% | +285.8% | -65.0% | +102.4% |
| All | +414.9% | +903.1% | -488.2% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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