+368.3%
CCL vs AZN
+4,448.6%
-4,080.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | -0.1% | -1.5% | +1.4% | +0.4% |
| 30D | -20.0% | -0.9% | -19.1% | -19.8% |
| 3M | -13.7% | -11.8% | -1.8% | -10.4% |
| 6M | -9.0% | -17.6% | +8.6% | -3.2% |
| YTD | -22.8% | -12.0% | -10.8% | -19.8% |
| 1Y | -25.3% | -0.9% | -24.4% | -25.9% |
| 3Y | +54.1% | +23.7% | +30.4% | +39.3% |
| 5Y | +3.5% | +54.5% | -51.1% | -14.1% |
| 10Y | -41.0% | +218.2% | -259.2% | -63.4% |
| All | +368.3% | +4,448.6% | -4,080.3% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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