+281.8%
ADP vs CBRE
+397.8%
-116.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.4% | -2.0% | -1.5% | -2.8% |
| 30D | +2.8% | -2.2% | +5.0% | +3.4% |
| 3M | +20.9% | +12.9% | +8.0% | +15.1% |
| 6M | +29.9% | +4.3% | +25.6% | +26.8% |
| YTD | +9.6% | -8.0% | +17.7% | +11.8% |
| 1Y | -5.3% | -8.6% | +3.3% | -3.4% |
| 3Y | +16.5% | +71.9% | -55.4% | -10.4% |
| 5Y | +49.4% | +50.0% | -0.6% | +18.6% |
| All | +281.8% | +397.8% | -116.1% | +92.7% |
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