+209.7%
ABT vs CBRE
+381.8%
-172.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -4.7% | -1.7% | -3.1% | -4.4% |
| 30D | -3.1% | -3.0% | -0.2% | -2.5% |
| 3M | +16.1% | +2.6% | +13.5% | +15.1% |
| 6M | -5.3% | +2.0% | -7.3% | -6.3% |
| YTD | -14.4% | -13.1% | -1.3% | -12.2% |
| 1Y | -18.4% | -13.8% | -4.6% | -16.2% |
| 3Y | +11.2% | +63.9% | -52.7% | -7.1% |
| 5Y | -9.4% | +42.3% | -51.7% | -22.7% |
| 10Y | +209.7% | +401.2% | -191.4% | +82.5% |
| All | +209.7% | +381.8% | -172.1% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling