+1,001.4%
AZN vs CSGP
+3,294.4%
-2,293.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.4% |
| 7D | -0.1% | +1.3% | -1.4% | -0.3% |
| 30D | +16.4% | +10.7% | +5.7% | +14.7% |
| 3M | +15.7% | +3.3% | +12.5% | +14.8% |
| 6M | +0.8% | -10.3% | +11.1% | +1.4% |
| YTD | +2.5% | -54.6% | +57.0% | +11.5% |
| 1Y | +12.4% | -54.6% | +67.1% | +22.3% |
| 3Y | +53.4% | -60.3% | +113.8% | +68.1% |
| 5Y | +62.8% | -63.3% | +126.1% | +77.8% |
| 10Y | +342.7% | +66.5% | +276.2% | +298.9% |
| All | +1,001.4% | +3,294.4% | -2,293.1% | +599.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling