+1,644.6%
ASML vs CBRE
+392.8%
+1,251.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.5% |
| 7D | +1.1% | -2.0% | +3.1% | +1.9% |
| 30D | +2.2% | -2.2% | +4.4% | +2.7% |
| 3M | -2.3% | +12.9% | -15.2% | -9.3% |
| 6M | +23.0% | +4.3% | +18.7% | +18.5% |
| YTD | +61.1% | -8.0% | +69.1% | +63.3% |
| 1Y | +129.1% | -8.6% | +137.7% | +132.0% |
| 3Y | +165.4% | +71.9% | +93.5% | +89.0% |
| 5Y | +109.5% | +50.0% | +59.5% | +58.2% |
| All | +1,644.6% | +392.8% | +1,251.8% | +725.6% |
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