+1,370.8%
AMAT vs CBRE
+388.5%
+982.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.8% |
| 7D | -2.5% | -0.5% | -1.9% | -2.0% |
| 30D | -26.5% | +3.1% | -29.6% | -28.0% |
| 3M | -28.6% | -6.4% | -22.2% | -27.1% |
| 6M | -14.2% | -7.9% | -6.4% | -13.3% |
| YTD | +45.5% | -16.2% | +61.6% | +53.1% |
| 1Y | +59.3% | -11.2% | +70.6% | +61.8% |
| 3Y | +153.1% | +83.4% | +69.7% | +58.6% |
| 5Y | +158.2% | +28.4% | +129.7% | +98.7% |
| 10Y | +1,370.8% | +386.8% | +984.0% | +504.5% |
| All | +1,370.8% | +388.5% | +982.2% | +504.5% |
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