+216.5%
AZN vs CTAS
+687.6%
-471.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +1.1% | -0.7% | +1.8% | +1.2% |
| 3M | -12.1% | +11.1% | -23.2% | -14.5% |
| 6M | -17.1% | +2.1% | -19.3% | -17.8% |
| YTD | -12.0% | +8.0% | -19.9% | -13.9% |
| 1Y | -0.2% | -0.5% | +0.3% | -0.6% |
| 3Y | +26.8% | +66.2% | -39.4% | +10.3% |
| 5Y | +56.9% | +109.2% | -52.3% | +28.0% |
| All | +216.5% | +687.6% | -471.1% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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