-1.7%
AZN vs CMS
-1.8%
+0.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.9% |
| 7D | -1.1% | +1.7% | -2.8% | -2.0% |
| 30D | +13.8% | +6.2% | +7.7% | +10.3% |
| 3M | +17.3% | +0.6% | +16.7% | +16.9% |
| 6M | -1.7% | -1.8% | 0.0% | +0.8% |
| All | -1.7% | -1.8% | +0.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 6mo: compounded portfolio wealth divided by compounded CMS 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…
6mo analysis · Full analysis span regression · 6 months rolling