+639.7%
CEG vs AZN
+48.0%
+591.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.4% |
| 7D | +6.7% | -1.5% | +8.2% | +7.0% |
| 30D | +11.0% | -0.9% | +11.8% | +11.1% |
| 3M | +19.5% | -11.8% | +31.3% | +22.7% |
| 6M | -5.9% | -17.6% | +11.7% | -1.5% |
| YTD | -15.0% | -12.0% | -2.9% | -12.7% |
| 1Y | +0.6% | -0.9% | +1.5% | -0.5% |
| 3Y | +180.6% | +23.7% | +157.0% | +154.0% |
| All | +639.7% | +48.0% | +591.7% | +525.4% |
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