+56.4%
AZN vs CME
+76.3%
-19.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | +0.6% | +6.2% | -5.6% | -0.5% |
| 3M | -10.8% | +4.4% | -15.2% | -11.4% |
| 6M | -18.1% | -9.6% | -8.5% | -16.7% |
| YTD | -12.3% | +3.8% | -16.0% | -13.3% |
| 1Y | -0.2% | +9.5% | -9.7% | -2.7% |
| 3Y | +23.4% | +51.9% | -28.6% | +10.9% |
| 5Y | +56.4% | +78.7% | -22.3% | +46.4% |
| All | +56.4% | +76.3% | -19.9% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling