+3,458.4%
CLS vs AZN
+819.2%
+2,639.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.7% |
| 7D | +20.1% | -2.9% | +23.0% | +21.3% |
| 30D | +6.0% | -3.1% | +9.1% | +7.0% |
| 3M | -10.3% | -14.4% | +4.2% | -6.4% |
| 6M | +24.5% | -19.5% | +44.0% | +32.1% |
| YTD | +12.9% | -13.8% | +26.6% | +16.6% |
| 1Y | +36.7% | -2.4% | +39.1% | +34.7% |
| 3Y | +1,328.1% | +21.3% | +1,306.8% | +1,173.4% |
| 5Y | +3,682.3% | +53.6% | +3,628.7% | +2,950.0% |
| 10Y | +3,038.3% | +220.1% | +2,818.1% | +1,791.4% |
| All | +3,458.4% | +819.2% | +2,639.2% | +1,111.4% |
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