+216.5%
AZN vs CPB
-45.3%
+261.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.6% | -1.8% | +0.2% | -1.3% |
| 30D | +1.1% | -7.1% | +8.1% | +2.1% |
| 3M | -12.1% | -6.0% | -6.1% | -11.5% |
| 6M | -17.1% | -5.3% | -11.9% | -16.8% |
| YTD | -12.0% | -20.8% | +8.9% | -9.2% |
| 1Y | -0.2% | -33.8% | +33.6% | +5.9% |
| 3Y | +26.8% | -43.7% | +70.5% | +37.0% |
| 5Y | +56.9% | -40.7% | +97.6% | +67.4% |
| All | +216.5% | -45.3% | +261.8% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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