+31,416.6%
AVGO vs CBRE
+1,114.9%
+30,301.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -3.0% | -2.0% | -1.0% | -2.3% |
| 30D | -14.4% | -2.2% | -12.2% | -14.1% |
| 3M | -14.4% | +12.9% | -27.3% | -19.7% |
| 6M | +13.1% | +4.3% | +8.8% | +9.1% |
| YTD | +3.8% | -8.0% | +11.8% | +4.6% |
| 1Y | +17.8% | -8.6% | +26.3% | +18.6% |
| 3Y | +325.3% | +71.9% | +253.4% | +219.3% |
| 5Y | +689.9% | +50.0% | +639.9% | +519.2% |
| 10Y | +2,597.0% | +390.1% | +2,206.9% | +1,137.1% |
| All | +31,416.6% | +1,114.9% | +30,301.7% | +9,652.1% |
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