+56.4%
AZN vs CNP
+66.3%
-9.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.3% |
| 7D | -3.1% | -2.2% | -1.0% | -2.4% |
| 30D | +0.6% | -2.1% | +2.6% | +1.2% |
| 3M | -10.8% | -7.9% | -2.9% | -8.3% |
| 6M | -18.1% | -8.3% | -9.8% | -15.7% |
| YTD | -12.3% | +3.8% | -16.0% | -13.6% |
| 1Y | -0.2% | +5.9% | -6.1% | -2.6% |
| 3Y | +23.4% | +49.3% | -25.9% | +5.4% |
| 5Y | +56.4% | +69.3% | -12.9% | +30.5% |
| All | +56.4% | +66.3% | -9.9% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling