+313.7%
ADP vs CBRE
+421.6%
-107.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | +1.1% | +1.0% | +0.1% | +0.6% |
| 30D | +11.5% | +5.6% | +5.9% | +8.8% |
| 3M | +12.0% | -6.8% | +18.8% | +14.4% |
| 6M | +43.8% | -5.6% | +49.4% | +45.7% |
| YTD | +20.1% | -14.1% | +34.1% | +25.1% |
| 1Y | +22.3% | -9.5% | +31.8% | +24.8% |
| 3Y | +43.3% | +91.8% | -48.5% | +4.7% |
| 5Y | +47.3% | +30.3% | +17.0% | +23.3% |
| 10Y | +313.7% | +406.9% | -93.2% | +112.3% |
| All | +313.7% | +421.6% | -107.9% | +112.3% |
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 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