+338.2%
AZN vs CFG
+216.2%
+122.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.1% | +3.2% | -4.3% | -1.4% |
| 30D | +13.8% | +5.1% | +8.7% | +13.2% |
| 3M | +17.3% | -11.2% | +28.5% | +18.8% |
| 6M | -1.7% | +9.6% | -11.3% | -2.9% |
| YTD | +1.4% | +15.0% | -13.6% | -0.5% |
| 1Y | +5.2% | +29.9% | -24.7% | +1.8% |
| 3Y | +52.6% | +192.1% | -139.5% | +32.7% |
| 5Y | +72.9% | +62.3% | +10.6% | +58.7% |
| All | +338.2% | +216.2% | +122.0% | +270.5% |
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