+26.8%
AZN vs CPAY
+49.1%
-22.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | +1.1% | -0.4% | +1.4% | +1.1% |
| 3M | -12.1% | +16.4% | -28.5% | -14.2% |
| 6M | -17.1% | +23.5% | -40.7% | -20.0% |
| YTD | -12.0% | +35.7% | -47.6% | -16.8% |
| 1Y | -0.2% | +30.2% | -30.4% | -5.3% |
| 3Y | +26.8% | +49.7% | -22.9% | +15.6% |
| All | +26.8% | +49.1% | -22.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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