+117.1%
AMAT vs CBRE
+27.7%
+89.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.2% | -12.0% |
| 7D | -24.3% | +6.0% | -30.3% | -26.4% |
| 30D | -39.8% | +4.4% | -44.1% | -41.2% |
| 3M | -40.2% | -9.8% | -30.4% | -37.9% |
| 6M | -22.1% | -4.4% | -17.7% | -22.8% |
| YTD | +24.7% | -15.2% | +39.9% | +30.5% |
| 1Y | +33.3% | -9.1% | +42.4% | +33.5% |
| 3Y | +133.9% | +79.4% | +54.5% | +40.8% |
| 5Y | +117.1% | +27.8% | +89.2% | +59.0% |
| All | +117.1% | +27.7% | +89.3% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling