+147.1%
AMAT vs CBRE
+30.4%
+116.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.0% | +9.4% | +10.4% |
| 7D | -1.1% | +1.0% | -2.1% | -1.4% |
| 30D | -26.9% | +5.6% | -32.6% | -29.0% |
| 3M | -31.2% | -6.8% | -24.4% | -29.7% |
| 6M | -14.7% | -5.6% | -9.1% | -14.6% |
| YTD | +44.7% | -14.1% | +58.8% | +50.6% |
| 1Y | +62.0% | -9.5% | +71.4% | +63.1% |
| 3Y | +165.0% | +91.8% | +73.2% | +52.4% |
| 5Y | +147.1% | +30.3% | +116.8% | +80.3% |
| All | +147.1% | +30.4% | +116.7% | +80.3% |
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 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