+56.4%
AZN vs CRL
-38.6%
+95.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | -3.1% | -6.9% | +3.8% | -2.3% |
| 30D | +0.6% | -3.2% | +3.8% | +0.9% |
| 3M | -10.8% | +46.5% | -57.3% | -15.1% |
| 6M | -18.1% | +63.1% | -81.2% | -23.4% |
| YTD | -12.3% | +36.9% | -49.1% | -16.2% |
| 1Y | -0.2% | +78.1% | -78.3% | -8.2% |
| 3Y | +23.4% | +36.7% | -13.3% | +13.8% |
| 5Y | +56.4% | -38.1% | +94.5% | +49.1% |
| All | +56.4% | -38.6% | +95.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…
5y analysis · Full analysis span regression · 6 months rolling