+215.4%
ADSK vs CBRE
+407.4%
-192.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | -0.6% |
| 7D | -2.5% | -5.0% | +2.4% | 0.0% |
| 30D | -14.9% | -4.7% | -10.2% | -13.0% |
| 3M | +3.3% | +6.5% | -3.2% | -0.4% |
| 6M | -15.7% | +6.1% | -21.7% | -18.9% |
| YTD | -28.2% | -12.6% | -15.6% | -24.3% |
| 1Y | -34.5% | -15.3% | -19.2% | -29.9% |
| 3Y | -2.9% | +64.6% | -67.5% | -28.9% |
| 5Y | -25.3% | +45.0% | -70.3% | -42.2% |
| All | +215.4% | +407.4% | -192.1% | +32.6% |
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 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