+216.5%
AZN vs CFG
+316.8%
-100.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | +1.1% | -4.6% | +5.7% | +1.5% |
| 3M | -12.1% | +6.7% | -18.8% | -12.9% |
| 6M | -17.1% | +22.1% | -39.3% | -19.1% |
| YTD | -12.0% | +23.2% | -35.2% | -14.2% |
| 1Y | -0.2% | +40.3% | -40.5% | -4.2% |
| 3Y | +26.8% | +187.9% | -161.1% | +10.8% |
| 5Y | +56.9% | +102.0% | -45.1% | +40.9% |
| All | +216.5% | +316.8% | -100.3% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling