+8.2%
ASML vs CBRE
+0.1%
+8.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.7% | -2.9% |
| 7D | -10.0% | +14.1% | -24.1% | -8.3% |
| 30D | -19.4% | +9.0% | -28.5% | -18.2% |
| 3M | -12.5% | -6.6% | -5.9% | -13.6% |
| 6M | +8.2% | +0.8% | +7.5% | +13.9% |
| All | +8.2% | +0.1% | +8.1% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling