+1,395.4%
ASML vs CBRE
+397.3%
+998.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.3% |
| 7D | -9.0% | +5.2% | -14.2% | -11.3% |
| 30D | -21.0% | +6.2% | -27.2% | -23.5% |
| 3M | -16.3% | -8.1% | -8.2% | -14.0% |
| 6M | -7.5% | -6.6% | -0.9% | -6.9% |
| YTD | +34.0% | -15.7% | +49.7% | +40.5% |
| 1Y | +39.3% | -9.7% | +48.9% | +40.6% |
| 3Y | +128.9% | +80.4% | +48.5% | +57.2% |
| 5Y | +76.1% | +27.0% | +49.1% | +42.1% |
| All | +1,395.4% | +397.3% | +998.1% | +662.3% |
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