+216.5%
AZN vs CRH
+253.3%
-36.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -1.6% | -6.1% | +4.5% | -0.1% |
| 30D | +1.1% | -9.3% | +10.3% | +3.3% |
| 3M | -12.1% | -15.2% | +3.1% | -9.0% |
| 6M | -17.1% | -14.2% | -2.9% | -14.7% |
| YTD | -12.0% | -28.3% | +16.3% | -5.7% |
| 1Y | -0.2% | -21.8% | +21.6% | +4.5% |
| 3Y | +26.8% | +71.6% | -44.8% | +7.1% |
| 5Y | +56.9% | +96.6% | -39.7% | +24.9% |
| All | +216.5% | +253.3% | -36.8% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling