+711.1%
AVGO vs CBRE
+42.7%
+668.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | -0.8% | -1.7% | +0.9% | -0.3% |
| 30D | -13.7% | -3.0% | -10.8% | -13.3% |
| 3M | -6.9% | +2.6% | -9.6% | -9.3% |
| 6M | +5.8% | +2.0% | +3.8% | +2.8% |
| YTD | +5.7% | -13.1% | +18.8% | +9.4% |
| 1Y | +9.0% | -13.8% | +22.8% | +12.8% |
| 3Y | +340.5% | +63.9% | +276.6% | +221.5% |
| 5Y | +711.1% | +42.3% | +668.7% | +517.4% |
| All | +711.1% | +42.7% | +668.4% | +517.4% |
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 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