-29.6%
CLS vs AZN
+18.4%
-48.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.8% | -11.8% | -8.2% |
| 7D | -21.1% | +11.5% | -32.6% | -18.4% |
| 30D | -38.2% | +20.8% | -59.0% | -35.0% |
| 3M | -36.3% | +21.5% | -57.8% | -32.8% |
| 6M | -43.8% | +3.0% | -46.8% | -41.5% |
| YTD | -20.0% | +3.9% | -23.9% | -16.9% |
| 1Y | -29.6% | +16.4% | -46.0% | -29.9% |
| All | -29.6% | +18.4% | -48.0% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling