+109.8%
AAPL vs CBRE
+42.7%
+67.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -3.0% | -1.7% | -1.3% | -2.4% |
| 30D | +2.3% | -3.0% | +5.3% | +3.3% |
| 3M | +8.6% | +2.6% | +6.0% | +7.1% |
| 6M | +21.6% | +2.0% | +19.6% | +19.7% |
| YTD | +16.3% | -13.1% | +29.4% | +20.8% |
| 1Y | +35.1% | -13.8% | +48.9% | +40.3% |
| 3Y | +79.4% | +63.9% | +15.5% | +35.1% |
| 5Y | +109.8% | +42.3% | +67.5% | +62.9% |
| All | +109.8% | +42.7% | +67.2% | +62.9% |
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