+67.7%
ASML vs CBRE
+27.7%
+40.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -6.0% | -7.7% |
| 7D | -19.0% | +6.0% | -25.1% | -21.5% |
| 30D | -25.9% | +4.4% | -30.3% | -27.9% |
| 3M | -19.1% | -9.8% | -9.3% | -15.8% |
| 6M | -5.7% | -4.4% | -1.4% | -6.2% |
| YTD | +27.6% | -15.2% | +42.8% | +34.2% |
| 1Y | +30.8% | -9.1% | +39.9% | +31.4% |
| 3Y | +116.2% | +79.4% | +36.8% | +27.1% |
| 5Y | +67.7% | +27.8% | +39.9% | +17.7% |
| All | +67.7% | +27.7% | +40.0% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling