+1,348.4%
ABBV vs CBRE
+562.7%
+785.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +7.0% | +3.1% | +3.9% | +5.9% |
| 3M | +19.2% | -6.4% | +25.6% | +20.7% |
| 6M | +47.8% | -7.9% | +55.6% | +49.7% |
| YTD | +32.5% | -16.2% | +48.6% | +36.1% |
| 1Y | +38.4% | -11.2% | +49.6% | +40.0% |
| 3Y | +134.3% | +83.4% | +50.9% | +92.6% |
| 5Y | +200.6% | +28.4% | +172.2% | +165.7% |
| 10Y | +590.1% | +386.8% | +203.3% | +269.8% |
| All | +1,348.4% | +562.7% | +785.7% | +646.5% |
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 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