-21.4%
ABT vs CBRE
-14.0%
-7.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | -5.9% | -5.0% | -0.9% | -4.9% |
| 30D | -8.1% | -4.7% | -3.4% | -7.2% |
| 3M | +14.5% | +6.5% | +8.0% | +13.2% |
| 6M | -6.3% | +6.1% | -12.3% | -7.5% |
| YTD | -17.1% | -12.6% | -4.5% | -17.8% |
| 1Y | -21.4% | -15.3% | -6.1% | -22.2% |
| All | -21.4% | -14.0% | -7.4% | -22.2% |
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