+1,410.2%
AZN vs CNI
+6,516.9%
-5,106.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | +1.1% | -2.7% | +3.8% | +1.9% |
| 3M | -12.1% | +3.9% | -16.1% | -13.3% |
| 6M | -17.1% | +16.4% | -33.5% | -21.2% |
| YTD | -12.0% | +25.8% | -37.8% | -18.4% |
| 1Y | -0.2% | +32.4% | -32.6% | -9.1% |
| 3Y | +26.8% | +19.1% | +7.7% | +18.2% |
| 5Y | +56.9% | +13.6% | +43.3% | +46.5% |
| 10Y | +226.7% | +136.8% | +89.9% | +135.3% |
| All | +1,410.2% | +6,516.9% | -5,106.6% | +364.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 all: compounded portfolio wealth divided by compounded CNI 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…
all analysis · Full analysis span regression · 6 months rolling