+47.7%
ASML vs CBRE
-14.0%
+61.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.3% |
| 7D | +10.4% | -2.8% | +13.1% | +10.7% |
| 30D | -12.7% | +2.2% | -14.9% | -12.7% |
| 3M | -17.2% | -10.1% | -7.1% | -16.2% |
| 6M | -1.3% | -8.0% | +6.7% | -0.3% |
| YTD | +40.8% | -17.6% | +58.4% | +44.1% |
| All | +47.7% | -14.0% | +61.6% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling