+57.7%
AZN vs CLBK
+43.5%
+14.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.6% | -1.5% | -0.1% | -1.4% |
| 30D | +1.1% | -1.0% | +2.1% | +1.1% |
| 3M | -12.1% | +22.9% | -35.0% | -13.5% |
| 6M | -17.1% | +44.2% | -61.3% | -19.4% |
| YTD | -12.0% | +64.0% | -75.9% | -15.3% |
| 1Y | -0.2% | +65.7% | -65.9% | -4.1% |
| 3Y | +26.8% | +54.1% | -27.3% | +21.5% |
| All | +57.7% | +43.5% | +14.3% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling