+2,475.6%
AVGO vs CBRE
+388.5%
+2,087.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.4% | +5.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | -8.2% | +3.1% | -11.2% | -9.7% |
| 3M | -21.3% | -6.4% | -14.9% | -19.9% |
| 6M | -22.5% | -7.9% | -14.6% | -21.6% |
| YTD | -3.6% | -16.2% | +12.6% | +0.8% |
| 1Y | -6.7% | -11.2% | +4.5% | -5.3% |
| 3Y | +258.1% | +83.4% | +174.7% | +148.0% |
| 5Y | +560.9% | +28.4% | +532.4% | +432.7% |
| 10Y | +2,475.6% | +386.8% | +2,088.8% | +1,140.4% |
| All | +2,475.6% | +388.5% | +2,087.1% | +1,140.4% |
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