+216.5%
AZN vs CME
+282.4%
-65.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | +1.1% | +5.6% | -4.5% | -0.3% |
| 3M | -12.1% | +5.6% | -17.7% | -13.4% |
| 6M | -17.1% | -8.3% | -8.9% | -15.7% |
| YTD | -12.0% | +4.3% | -16.3% | -13.4% |
| 1Y | -0.2% | +9.1% | -9.3% | -3.2% |
| 3Y | +26.8% | +52.1% | -25.3% | +12.2% |
| 5Y | +56.9% | +79.7% | -22.8% | +31.4% |
| All | +216.5% | +282.4% | -65.9% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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