+16.3%
AZN vs CRH
-17.3%
+33.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.4% |
| 7D | +7.1% | +5.3% | +1.8% | +6.0% |
| 30D | +17.8% | +14.2% | +3.6% | +14.6% |
| 3M | +15.7% | -4.2% | +19.9% | +16.1% |
| 6M | +3.1% | -14.5% | +17.6% | +5.8% |
| YTD | +2.7% | -22.7% | +25.3% | +6.3% |
| 1Y | +16.3% | -16.6% | +32.9% | +19.6% |
| All | +16.3% | -17.3% | +33.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling