-3.3%
ADSK vs CBRE
+61.2%
-64.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.9% |
| 7D | -10.9% | -7.2% | -3.7% | -8.0% |
| 30D | -15.9% | -6.4% | -9.5% | -13.7% |
| 3M | -4.4% | +2.9% | -7.3% | -5.9% |
| 6M | -16.6% | +2.5% | -19.2% | -18.1% |
| YTD | -28.5% | -14.2% | -14.3% | -24.4% |
| 1Y | -34.6% | -15.1% | -19.5% | -30.7% |
| All | -3.3% | +61.2% | -64.4% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling