+26.1%
AZN vs CSGP
-62.7%
+88.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -1.0% |
| 7D | 0.0% | -4.1% | +4.1% | +0.4% |
| 30D | +0.7% | +2.3% | -1.6% | +0.5% |
| 3M | -10.5% | -8.2% | -2.3% | -10.0% |
| 6M | -19.3% | -35.1% | +15.8% | -15.9% |
| YTD | -10.6% | -54.0% | +43.4% | -2.8% |
| 1Y | +0.5% | -65.3% | +65.8% | +14.0% |
| All | +26.1% | -62.7% | +88.8% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling