+764.2%
AZN vs CF
+5,315.1%
-4,550.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -0.1% | -3.2% | +3.1% | +0.2% |
| 30D | +16.4% | +4.3% | +12.1% | +15.7% |
| 3M | +15.7% | +2.8% | +12.9% | +15.0% |
| 6M | +0.8% | +0.6% | +0.2% | +0.2% |
| YTD | +2.5% | +56.6% | -54.2% | -4.9% |
| 1Y | +12.4% | +49.6% | -37.2% | +4.9% |
| 3Y | +53.4% | +61.5% | -8.1% | +39.7% |
| 5Y | +62.8% | +124.0% | -61.1% | +38.2% |
| 10Y | +342.7% | +573.2% | -230.4% | +201.2% |
| All | +764.2% | +5,315.1% | -4,550.9% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling