+1,559.3%
ASML vs CBRE
+376.9%
+1,182.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.7% |
| 7D | +10.4% | -2.8% | +13.1% | +11.8% |
| 30D | -12.7% | +2.2% | -14.9% | -14.0% |
| 3M | -17.2% | -10.1% | -7.1% | -14.0% |
| 6M | -1.3% | -8.0% | +6.7% | +0.1% |
| YTD | +40.8% | -17.6% | +58.4% | +49.2% |
| 1Y | +45.2% | -14.7% | +59.9% | +50.9% |
| 3Y | +131.8% | +80.4% | +51.5% | +58.9% |
| 5Y | +84.0% | +25.9% | +58.1% | +49.1% |
| All | +1,559.3% | +376.9% | +1,182.3% | +738.1% |
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