+799.1%
AZN vs CRL
+1,339.8%
-540.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -1.2% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -0.9% | +5.0% | -5.8% | -1.8% |
| 3M | -11.8% | +50.6% | -62.4% | -18.4% |
| 6M | -17.6% | +60.9% | -78.5% | -25.2% |
| YTD | -12.0% | +40.7% | -52.8% | -18.5% |
| 1Y | -0.9% | +73.3% | -74.2% | -11.8% |
| 3Y | +23.7% | +40.6% | -16.9% | +10.0% |
| 5Y | +54.5% | -37.0% | +91.5% | +56.4% |
| 10Y | +218.2% | +244.3% | -26.1% | +125.3% |
| All | +799.1% | +1,339.8% | -540.6% | +413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling