+569.8%
AZN vs CVE
+89.9%
+479.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.1% |
| 7D | 0.0% | +2.5% | -2.5% | -0.2% |
| 30D | +0.7% | +16.7% | -16.0% | -0.8% |
| 3M | -10.5% | +9.3% | -19.8% | -11.5% |
| 6M | -19.3% | +43.6% | -62.9% | -22.5% |
| YTD | -10.6% | +93.6% | -104.2% | -16.8% |
| 1Y | +0.5% | +98.8% | -98.2% | -6.9% |
| 3Y | +25.9% | +73.6% | -47.7% | +16.8% |
| 5Y | +52.4% | +312.5% | -260.1% | +26.3% |
| 10Y | +220.8% | +161.0% | +59.8% | +164.0% |
| All | +569.8% | +89.9% | +479.9% | +472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling