-11.2%
AXP vs CBRE
-10.1%
-1.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.6% | +5.2% | -4.6% | -1.2% |
| 30D | +5.8% | +6.2% | -0.4% | +3.5% |
| 3M | -6.0% | -8.1% | +2.1% | -3.7% |
| 6M | +0.3% | -6.6% | +6.9% | +2.1% |
| YTD | -12.3% | -15.7% | +3.5% | -8.9% |
| 1Y | -11.2% | -9.7% | -1.6% | -13.7% |
| All | -11.2% | -10.1% | -1.1% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling