+1,162.1%
AMAT vs CBRE
+397.3%
+764.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.5% |
| 7D | -14.7% | +5.2% | -19.9% | -17.1% |
| 30D | -36.1% | +6.2% | -42.3% | -38.5% |
| 3M | -36.9% | -8.1% | -28.8% | -34.9% |
| 6M | -22.2% | -6.6% | -15.5% | -22.0% |
| YTD | +29.9% | -15.7% | +45.6% | +36.3% |
| 1Y | +43.3% | -9.7% | +52.9% | +43.9% |
| 3Y | +142.7% | +80.4% | +62.3% | +53.8% |
| 5Y | +126.2% | +27.0% | +99.2% | +75.3% |
| All | +1,162.1% | +397.3% | +764.8% | +434.0% |
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