+54.5%
AZN vs CF
+222.3%
-167.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.7% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | -0.9% | +18.1% | -18.9% | -1.5% |
| 3M | -11.8% | +23.4% | -35.2% | -12.5% |
| 6M | -17.6% | +17.1% | -34.7% | -18.4% |
| YTD | -12.0% | +76.2% | -88.3% | -15.1% |
| 1Y | -0.9% | +62.3% | -63.1% | -3.9% |
| 3Y | +23.7% | +71.8% | -48.2% | +18.1% |
| 5Y | +54.5% | +234.6% | -180.0% | +61.7% |
| All | +54.5% | +222.3% | -167.7% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 5y: compounded portfolio wealth divided by compounded CF 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…
5y analysis · Full analysis span regression · 6 months rolling