+11.5%
ABT vs CBRE
+67.4%
-55.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -2.0% |
| 7D | -3.1% | -1.5% | -1.6% | -2.9% |
| 30D | -2.1% | -4.0% | +1.9% | -1.5% |
| 3M | +17.4% | +8.0% | +9.4% | +15.9% |
| 6M | -2.4% | +4.0% | -6.4% | -3.2% |
| YTD | -14.2% | -11.5% | -2.7% | -13.4% |
| 1Y | -18.3% | -13.0% | -5.3% | -17.5% |
| 3Y | +11.5% | +66.9% | -55.4% | +2.0% |
| All | +11.5% | +67.4% | -55.9% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling