+66.5%
AZN vs CVE
+135.1%
-68.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +1.5% | -10.1% | +11.6% | +2.0% |
| 30D | +19.0% | -12.1% | +31.1% | +19.7% |
| 3M | +17.3% | -1.9% | +19.2% | +17.1% |
| 6M | +3.6% | -1.8% | +5.4% | +3.2% |
| YTD | +4.1% | +65.8% | -61.7% | -0.6% |
| 1Y | +13.1% | +60.8% | -47.7% | +8.2% |
| 3Y | +55.8% | +70.1% | -14.4% | +46.2% |
| 5Y | +66.5% | +134.8% | -68.3% | +50.3% |
| All | +66.5% | +135.1% | -68.7% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling