+1,504.8%
ASML vs CBRE
+421.6%
+1,083.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.2% | +5.3% |
| 7D | -0.8% | +1.0% | -1.9% | -1.3% |
| 30D | -14.9% | +5.6% | -20.5% | -17.3% |
| 3M | -13.0% | -6.8% | -6.2% | -11.1% |
| 6M | -4.7% | -5.6% | +0.9% | -4.4% |
| YTD | +42.3% | -14.1% | +56.4% | +47.9% |
| 1Y | +49.7% | -9.5% | +59.2% | +51.2% |
| 3Y | +144.3% | +91.8% | +52.5% | +62.9% |
| 5Y | +86.4% | +30.3% | +56.0% | +48.7% |
| 10Y | +1,504.8% | +406.9% | +1,098.0% | +707.7% |
| All | +1,504.8% | +421.6% | +1,083.2% | +707.7% |
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