+4,027.3%
AZN vs CPRT
+23,082.2%
-19,054.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | -0.9% | +9.9% | -10.8% | -2.0% |
| 3M | -11.8% | +5.6% | -17.5% | -12.6% |
| 6M | -17.6% | -13.6% | -4.0% | -16.4% |
| YTD | -12.0% | -16.7% | +4.7% | -10.5% |
| 1Y | -0.9% | -33.1% | +32.3% | +3.3% |
| 3Y | +23.7% | -27.1% | +50.7% | +27.1% |
| 5Y | +54.5% | -9.9% | +64.4% | +53.9% |
| 10Y | +218.2% | +415.3% | -197.1% | +163.8% |
| All | +4,027.3% | +23,082.2% | -19,054.9% | +2,702.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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