+73.7%
AMAT vs CBRE
-11.8%
+85.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.2% | +6.1% |
| 7D | +7.0% | -4.6% | +11.6% | +7.2% |
| 30D | -20.6% | +3.0% | -23.6% | -20.4% |
| 3M | -24.8% | -8.7% | -16.0% | -24.5% |
| 6M | -10.7% | -7.9% | -2.8% | -9.1% |
| YTD | +54.3% | -16.3% | +70.6% | +55.7% |
| 1Y | +73.7% | -13.1% | +86.8% | +72.3% |
| All | +73.7% | -11.8% | +85.5% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling