+3,616.8%
CLS vs AZN
+54.9%
+3,561.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.8% |
| 7D | +5.0% | -3.1% | +8.1% | +5.4% |
| 30D | +4.8% | +0.6% | +4.2% | +4.7% |
| 3M | -10.4% | -10.8% | +0.4% | -9.2% |
| 6M | +20.8% | -18.1% | +38.9% | +24.4% |
| YTD | +10.0% | -12.3% | +22.3% | +11.6% |
| 1Y | +28.5% | -0.2% | +28.7% | +26.6% |
| 3Y | +1,292.2% | +23.4% | +1,268.9% | +1,165.7% |
| 5Y | +3,616.8% | +56.4% | +3,560.4% | +3,129.2% |
| All | +3,616.8% | +54.9% | +3,561.9% | +3,129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling