+660.3%
AZN vs CBRE
+2,146.2%
-1,486.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | -1.1% |
| 7D | -1.5% | -1.5% | 0.0% | -1.3% |
| 30D | -0.9% | -4.0% | +3.1% | -0.3% |
| 3M | -11.8% | +8.0% | -19.9% | -12.9% |
| 6M | -17.6% | +4.0% | -21.6% | -18.3% |
| YTD | -12.0% | -11.5% | -0.5% | -11.1% |
| 1Y | -0.9% | -13.0% | +12.1% | +0.4% |
| 3Y | +23.7% | +66.9% | -43.2% | +12.9% |
| 5Y | +54.5% | +45.0% | +9.5% | +42.5% |
| 10Y | +218.2% | +385.0% | -166.9% | +139.2% |
| All | +660.3% | +2,146.2% | -1,486.0% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling