+478.3%
AZN vs CPAY
+1,532.9%
-1,054.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.2% |
| 30D | +1.1% | -0.4% | +1.4% | +1.1% |
| 3M | -12.1% | +16.4% | -28.5% | -14.8% |
| 6M | -17.1% | +23.5% | -40.7% | -20.8% |
| YTD | -12.0% | +35.7% | -47.6% | -17.8% |
| 1Y | -0.2% | +30.2% | -30.4% | -6.3% |
| 3Y | +26.8% | +49.7% | -22.9% | +14.0% |
| 5Y | +56.9% | +56.6% | +0.3% | +37.4% |
| 10Y | +226.7% | +153.8% | +72.9% | +149.6% |
| All | +478.3% | +1,532.9% | -1,054.6% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling