+216.5%
AZN vs CL
+54.0%
+162.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -1.6% | -2.2% | +0.7% | -0.7% |
| 30D | +1.1% | -6.0% | +7.0% | +3.4% |
| 3M | -12.1% | -2.3% | -9.8% | -11.3% |
| 6M | -17.1% | -2.0% | -15.2% | -16.6% |
| YTD | -12.0% | +11.8% | -23.8% | -15.9% |
| 1Y | -0.2% | +5.8% | -6.1% | -2.9% |
| 3Y | +26.8% | +25.9% | +0.8% | +13.9% |
| 5Y | +56.9% | +26.9% | +30.0% | +39.4% |
| All | +216.5% | +54.0% | +162.6% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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