+1,215.6%
ADP vs CBRE
+2,234.5%
-1,018.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -3.4% | -2.0% | -1.5% | -3.1% |
| 30D | +2.8% | -2.2% | +5.0% | +3.1% |
| 3M | +20.9% | +12.9% | +8.0% | +18.0% |
| 6M | +29.9% | +4.3% | +25.6% | +28.4% |
| YTD | +9.6% | -8.0% | +17.7% | +10.9% |
| 1Y | -5.3% | -8.6% | +3.3% | -4.2% |
| 3Y | +16.5% | +71.9% | -55.4% | +3.3% |
| 5Y | +49.4% | +50.0% | -0.6% | +35.0% |
| 10Y | +282.2% | +390.1% | -107.9% | +177.9% |
| All | +1,215.6% | +2,234.5% | -1,018.9% | +539.6% |
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