+1,587.5%
AMAT vs CBRE
+392.8%
+1,194.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -1.5% | -2.0% | +0.5% | -0.6% |
| 30D | -14.8% | -2.2% | -12.6% | -14.4% |
| 3M | -9.3% | +12.9% | -22.2% | -17.3% |
| 6M | +27.4% | +4.3% | +23.1% | +20.9% |
| YTD | +77.6% | -8.0% | +85.6% | +79.1% |
| 1Y | +188.9% | -8.6% | +197.5% | +190.9% |
| 3Y | +202.3% | +71.9% | +130.4% | +100.0% |
| 5Y | +248.9% | +50.0% | +198.9% | +148.4% |
| All | +1,587.5% | +392.8% | +1,194.6% | +552.7% |
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