+10,750.3%
ASML vs CBRE
+2,234.5%
+8,515.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +1.1% | -2.0% | +3.1% | +1.6% |
| 30D | +2.2% | -2.2% | +4.4% | +2.5% |
| 3M | -2.3% | +12.9% | -15.2% | -6.6% |
| 6M | +23.0% | +4.3% | +18.7% | +20.3% |
| YTD | +61.1% | -8.0% | +69.1% | +62.7% |
| 1Y | +129.1% | -8.6% | +137.7% | +131.3% |
| 3Y | +165.4% | +71.9% | +93.5% | +119.6% |
| 5Y | +109.5% | +50.0% | +59.5% | +81.4% |
| 10Y | +1,645.7% | +390.1% | +1,255.7% | +965.3% |
| All | +10,750.3% | +2,234.5% | +8,515.8% | +3,251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling