+1,557.1%
ASML vs CBRE
+379.0%
+1,178.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | +4.9% | -1.8% | +6.7% | +5.8% |
| 30D | -9.3% | +3.3% | -12.6% | -11.0% |
| 3M | -19.0% | -12.4% | -6.6% | -14.9% |
| 6M | -5.2% | -5.4% | +0.1% | -5.2% |
| YTD | +40.6% | -17.2% | +57.8% | +48.7% |
| 1Y | +47.5% | -13.1% | +60.6% | +51.9% |
| 3Y | +133.9% | +81.6% | +52.3% | +59.8% |
| 5Y | +83.8% | +26.4% | +57.3% | +48.7% |
| All | +1,557.1% | +379.0% | +1,178.1% | +735.3% |
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 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