+218.2%
AZN vs CVE
+170.0%
+48.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -1.8% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -0.9% | +17.5% | -18.3% | -1.8% |
| 3M | -11.8% | +16.2% | -28.1% | -12.7% |
| 6M | -17.6% | +47.8% | -65.4% | -19.6% |
| YTD | -12.0% | +98.5% | -110.5% | -15.7% |
| 1Y | -0.9% | +109.8% | -110.6% | -5.4% |
| 3Y | +23.7% | +75.5% | -51.8% | +18.3% |
| 5Y | +54.5% | +341.6% | -287.0% | +39.4% |
| 10Y | +218.2% | +159.8% | +58.4% | +184.4% |
| All | +218.2% | +170.0% | +48.2% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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