+225.1%
AZN vs CFG
+396.4%
-171.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | 0.0% | +1.5% | -1.5% | -0.2% |
| 30D | +0.7% | -3.8% | +4.6% | +1.2% |
| 3M | -10.5% | +11.5% | -22.0% | -11.8% |
| 6M | -19.3% | +19.2% | -38.5% | -21.2% |
| YTD | -10.6% | +23.7% | -34.3% | -13.2% |
| 1Y | +0.5% | +38.8% | -38.3% | -3.9% |
| 3Y | +25.9% | +178.9% | -153.0% | +8.3% |
| 5Y | +52.4% | +101.8% | -49.4% | +34.9% |
| 10Y | +220.8% | +317.3% | -96.4% | +128.9% |
| All | +225.1% | +396.4% | -171.3% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling