+170.8%
ABBV vs CBRE
+45.8%
+125.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -2.5% |
| 7D | -4.3% | -1.5% | -2.8% | -4.1% |
| 30D | +1.1% | -4.0% | +5.1% | +1.6% |
| 3M | +12.3% | +8.0% | +4.3% | +11.1% |
| 6M | +9.8% | +4.0% | +5.8% | +8.9% |
| YTD | +11.5% | -11.5% | +23.0% | +12.6% |
| 1Y | +22.3% | -13.0% | +35.3% | +23.7% |
| 3Y | +85.2% | +66.9% | +18.3% | +71.7% |
| 5Y | +170.8% | +45.0% | +125.8% | +150.8% |
| All | +170.8% | +45.8% | +125.1% | +150.8% |
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