+216.5%
AZN vs CMI
+516.5%
-300.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -1.6% | -0.7% | -0.8% | -1.4% |
| 30D | +1.1% | -12.4% | +13.4% | +3.2% |
| 3M | -12.1% | -14.8% | +2.6% | -10.2% |
| 6M | -17.1% | +0.8% | -17.9% | -18.2% |
| YTD | -12.0% | +10.2% | -22.2% | -14.7% |
| 1Y | -0.2% | +37.4% | -37.7% | -7.3% |
| 3Y | +26.8% | +153.3% | -126.5% | +3.2% |
| 5Y | +56.9% | +167.6% | -110.7% | +24.5% |
| All | +216.5% | +516.5% | -300.0% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling