+220.1%
AZN vs CSGP
+37.7%
+182.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.5% |
| 7D | -2.9% | -5.4% | +2.5% | -2.0% |
| 30D | -3.1% | -6.0% | +3.0% | -2.1% |
| 3M | -14.4% | -12.8% | -1.6% | -12.8% |
| 6M | -19.5% | -38.9% | +19.4% | -12.8% |
| YTD | -13.8% | -56.0% | +42.3% | -1.1% |
| 1Y | -2.4% | -66.4% | +64.1% | +17.7% |
| 3Y | +21.3% | -64.2% | +85.4% | +42.0% |
| 5Y | +53.6% | -67.0% | +120.7% | +79.1% |
| 10Y | +220.1% | +43.8% | +176.3% | +146.2% |
| All | +220.1% | +37.7% | +182.4% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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