+40.7%
ABBV vs CBRE
-6.2%
+46.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +2.9% |
| 7D | +3.1% | +14.1% | -11.0% | +2.5% |
| 30D | +11.6% | +9.0% | +2.6% | +11.2% |
| 3M | +21.7% | -6.6% | +28.3% | +22.0% |
| 6M | +43.5% | +0.8% | +42.8% | +43.2% |
| YTD | +32.9% | -12.2% | +45.1% | +31.9% |
| 1Y | +40.7% | -6.8% | +47.5% | +35.9% |
| All | +40.7% | -6.2% | +46.8% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling