+82.8%
AZN vs CPNG
-76.2%
+159.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.7% | +0.1% |
| 7D | -1.6% | -1.1% | -0.4% | -1.5% |
| 30D | +1.1% | -7.4% | +8.4% | +1.6% |
| 3M | -12.1% | -12.3% | +0.2% | -11.5% |
| 6M | -17.1% | -19.4% | +2.3% | -16.3% |
| YTD | -12.0% | -35.9% | +23.9% | -9.6% |
| 1Y | -0.2% | -53.4% | +53.2% | +5.0% |
| 3Y | +26.8% | -20.0% | +46.8% | +26.3% |
| 5Y | +56.9% | -49.6% | +106.5% | +52.9% |
| All | +82.8% | -76.2% | +159.0% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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