+4,753.5%
AZN vs CL
+2,232.1%
+2,521.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.8% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | +0.7% | -4.8% | +5.6% | +2.3% |
| 3M | -10.5% | +4.9% | -15.4% | -11.9% |
| 6M | -19.3% | -5.7% | -13.6% | -17.9% |
| YTD | -10.6% | +14.4% | -25.0% | -14.5% |
| 1Y | +0.5% | +8.7% | -8.2% | -2.6% |
| 3Y | +25.9% | +30.0% | -4.1% | +14.6% |
| 5Y | +52.4% | +28.4% | +24.0% | +38.6% |
| 10Y | +220.8% | +50.1% | +170.7% | +174.2% |
| All | +4,753.5% | +2,232.1% | +2,521.5% | +2,131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling