+4,674.2%
AZN vs CNP
+1,044.9%
+3,629.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.8% |
| 7D | -1.5% | +1.6% | -3.1% | -1.8% |
| 30D | -0.9% | -0.8% | -0.1% | -0.8% |
| 3M | -11.8% | -3.6% | -8.3% | -11.4% |
| 6M | -17.6% | -6.9% | -10.7% | -16.7% |
| YTD | -12.0% | +6.4% | -18.5% | -13.0% |
| 1Y | -0.9% | +9.9% | -10.8% | -2.6% |
| 3Y | +23.7% | +53.1% | -29.4% | +14.7% |
| 5Y | +54.5% | +72.0% | -17.4% | +40.4% |
| 10Y | +218.2% | +131.5% | +86.7% | +168.0% |
| All | +4,674.2% | +1,044.9% | +3,629.2% | +3,164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling