+57.7%
AZN vs CTAS
+107.2%
-49.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 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% | -14.9% |
| 6M | -17.1% | +2.1% | -19.3% | -18.0% |
| YTD | -12.0% | +8.0% | -19.9% | -14.2% |
| 1Y | -0.2% | -0.5% | +0.3% | -0.7% |
| 3Y | +26.8% | +66.2% | -39.4% | +5.2% |
| All | +57.7% | +107.2% | -49.5% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling