+1,022.0%
AWK vs CBRE
+494.3%
+527.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -3.2% | -2.8% | -0.4% | -2.8% |
| 30D | +13.5% | +2.2% | +11.3% | +13.1% |
| 3M | +9.4% | -10.1% | +19.5% | +10.6% |
| 6M | +16.4% | -8.0% | +24.4% | +17.2% |
| YTD | +15.4% | -17.6% | +33.0% | +17.4% |
| 1Y | +16.8% | -14.7% | +31.5% | +18.3% |
| 3Y | +28.6% | +80.4% | -51.8% | +17.6% |
| 5Y | -4.1% | +25.9% | -29.9% | -9.0% |
| 10Y | +151.2% | +379.5% | -228.4% | +101.9% |
| All | +1,022.0% | +494.3% | +527.6% | +652.4% |
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 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