+345.6%
AVGO vs CBRE
+67.4%
+278.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.8% | +4.0% |
| 7D | -0.3% | -1.5% | +1.2% | 0.0% |
| 30D | -13.8% | -4.0% | -9.8% | -13.2% |
| 3M | -6.9% | +8.0% | -14.9% | -10.2% |
| 6M | +11.9% | +4.0% | +8.0% | +9.0% |
| YTD | +6.9% | -11.5% | +18.4% | +9.8% |
| 1Y | +7.4% | -13.0% | +20.4% | +10.7% |
| 3Y | +345.6% | +66.9% | +278.7% | +259.6% |
| All | +345.6% | +67.4% | +278.1% | +259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling