+49.1%
ADP vs CBRE
+26.4%
+22.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +3.2% | +5.2% | -1.9% | +1.5% |
| 30D | +14.9% | +6.2% | +8.7% | +12.3% |
| 3M | +11.6% | -8.1% | +19.7% | +14.2% |
| 6M | +48.5% | -6.6% | +55.1% | +50.8% |
| YTD | +20.6% | -15.7% | +36.3% | +25.9% |
| 1Y | +23.7% | -9.7% | +33.3% | +26.1% |
| 3Y | +47.8% | +80.4% | -32.6% | +14.2% |
| All | +49.1% | +26.4% | +22.7% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling