+469.1%
AXP vs CBRE
+392.8%
+76.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.1% | -2.0% | -0.1% | -1.1% |
| 30D | -6.5% | -2.2% | -4.4% | -5.7% |
| 3M | +4.6% | +12.9% | -8.3% | -3.5% |
| 6M | +5.4% | +4.3% | +1.1% | +1.4% |
| YTD | -11.1% | -8.0% | -3.1% | -8.9% |
| 1Y | -0.3% | -8.6% | +8.3% | +2.3% |
| 3Y | +111.6% | +71.9% | +39.7% | +41.2% |
| 5Y | +117.6% | +50.0% | +67.6% | +54.8% |
| All | +469.1% | +392.8% | +76.3% | +107.1% |
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 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