+790.7%
ABT vs CBRE
+2,001.9%
-1,211.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | +6.0% | +3.3% | +2.7% | +5.6% |
| 3M | -1.9% | -12.4% | +10.5% | -0.4% |
| 6M | +31.2% | -5.4% | +36.5% | +31.8% |
| YTD | -11.2% | -17.2% | +6.0% | -9.7% |
| 1Y | -14.0% | -13.1% | -0.9% | -13.0% |
| 3Y | +20.7% | +81.6% | -60.9% | +10.9% |
| 5Y | -6.7% | +26.4% | -33.1% | -11.1% |
| 10Y | +226.3% | +381.6% | -155.3% | +165.8% |
| All | +790.7% | +2,001.9% | -1,211.2% | +452.1% |
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