-19.3%
AZN vs CSGP
-34.0%
+14.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -1.1% |
| 7D | 0.0% | -4.1% | +4.1% | +0.2% |
| 30D | +0.7% | +2.3% | -1.6% | +0.8% |
| 3M | -10.5% | -8.2% | -2.3% | -11.7% |
| 6M | -19.3% | -35.1% | +15.8% | -21.8% |
| All | -19.3% | -34.0% | +14.7% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling