+448.7%
AXP vs CBRE
+397.3%
+51.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +0.6% | +5.2% | -4.6% | -2.4% |
| 30D | +5.8% | +6.2% | -0.4% | +1.8% |
| 3M | -6.0% | -8.1% | +2.1% | -2.2% |
| 6M | +0.3% | -6.6% | +6.9% | +2.6% |
| YTD | -12.3% | -15.7% | +3.5% | -5.8% |
| 1Y | -11.2% | -9.7% | -1.6% | -8.7% |
| 3Y | +117.0% | +80.4% | +36.6% | +39.1% |
| 5Y | +93.2% | +27.0% | +66.1% | +51.5% |
| All | +448.7% | +397.3% | +51.4% | +105.8% |
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