+216.5%
AZN vs CNP
+137.0%
+79.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -1.6% | -1.4% | -0.1% | -1.2% |
| 30D | +1.1% | -2.9% | +4.0% | +1.8% |
| 3M | -12.1% | -7.5% | -4.6% | -10.4% |
| 6M | -17.1% | -7.9% | -9.2% | -15.5% |
| YTD | -12.0% | +3.7% | -15.7% | -12.9% |
| 1Y | -0.2% | +4.6% | -4.8% | -1.6% |
| 3Y | +26.8% | +49.1% | -22.4% | +13.7% |
| 5Y | +56.9% | +69.2% | -12.3% | +36.3% |
| All | +216.5% | +137.0% | +79.5% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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