+1,346.7%
ADP vs CBRE
+2,039.6%
-692.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +3.2% | +5.2% | -1.9% | +2.2% |
| 30D | +14.9% | +6.2% | +8.7% | +13.4% |
| 3M | +11.6% | -8.1% | +19.7% | +13.2% |
| 6M | +48.5% | -6.6% | +55.1% | +49.9% |
| YTD | +20.6% | -15.7% | +36.3% | +23.8% |
| 1Y | +23.7% | -9.7% | +33.3% | +25.3% |
| 3Y | +47.8% | +80.4% | -32.6% | +29.9% |
| 5Y | +47.7% | +27.0% | +20.7% | +37.5% |
| 10Y | +324.0% | +412.9% | -88.9% | +207.1% |
| All | +1,346.7% | +2,039.6% | -692.9% | +614.1% |
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