+52.6%
AZN vs CNH
+29.5%
+23.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.1% | +3.0% | -4.1% | -1.3% |
| 30D | +13.8% | -0.6% | +14.4% | +13.8% |
| 3M | +17.3% | +14.6% | +2.7% | +15.7% |
| 6M | -1.7% | +11.8% | -13.5% | -3.1% |
| YTD | +1.4% | +30.4% | -29.1% | -0.9% |
| 1Y | +5.2% | +19.1% | -13.9% | +3.3% |
| 3Y | +52.6% | +30.2% | +22.5% | +49.4% |
| All | +52.6% | +29.5% | +23.1% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 3y: compounded portfolio wealth divided by compounded CNH 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…
3y analysis · Full analysis span regression · 6 months rolling