+16.4%
AZN vs CMI
+10.9%
+5.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.8% | +8.6% | +2.9% |
| 7D | +11.5% | -11.2% | +22.7% | +11.9% |
| 30D | +20.8% | -9.8% | +30.6% | +21.0% |
| 3M | +21.5% | -25.5% | +47.0% | +23.4% |
| 6M | +3.0% | -27.7% | +30.7% | +4.0% |
| YTD | +3.9% | -6.6% | +10.5% | -3.5% |
| 1Y | +16.4% | +11.7% | +4.7% | +2.9% |
| All | +16.4% | +10.9% | +5.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling