+216.5%
AZN vs CRS
+1,392.1%
-1,175.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | -1.6% | -6.8% | +5.2% | -1.0% |
| 30D | +1.1% | -16.1% | +17.2% | +2.6% |
| 3M | -12.1% | -21.2% | +9.0% | -10.5% |
| 6M | -17.1% | +8.7% | -25.8% | -18.3% |
| YTD | -12.0% | +41.0% | -52.9% | -15.3% |
| 1Y | -0.2% | +82.7% | -82.9% | -6.6% |
| 3Y | +26.8% | +604.8% | -578.0% | +2.6% |
| 5Y | +56.9% | +1,384.7% | -1,327.8% | +16.1% |
| All | +216.5% | +1,392.1% | -1,175.5% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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