+56.4%
AZN vs CBRE
+39.8%
+16.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -3.1% | -7.2% | +4.1% | -1.7% |
| 30D | +0.6% | -6.4% | +7.0% | +1.8% |
| 3M | -10.8% | +2.9% | -13.7% | -11.5% |
| 6M | -18.1% | +2.5% | -20.7% | -18.8% |
| YTD | -12.3% | -14.2% | +1.9% | -10.6% |
| 1Y | -0.2% | -15.1% | +15.0% | +1.8% |
| 3Y | +23.4% | +61.9% | -38.5% | +7.3% |
| 5Y | +56.4% | +42.4% | +14.0% | +37.5% |
| All | +56.4% | +39.8% | +16.6% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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