-14.0%
ABT vs CBRE
-13.6%
-0.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | -1.3% | -1.8% | +0.5% | -0.9% |
| 30D | +6.0% | +3.3% | +2.7% | +5.3% |
| 3M | -1.9% | -12.4% | +10.5% | +0.6% |
| 6M | +31.2% | -5.4% | +36.5% | +31.6% |
| YTD | -11.2% | -17.2% | +6.0% | -12.0% |
| 1Y | -14.0% | -13.1% | -0.9% | -16.3% |
| All | -14.0% | -13.6% | -0.4% | -16.3% |
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