+904.0%
AXP vs CBRE
+2,234.5%
-1,330.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.1% | -2.0% | -0.1% | -1.4% |
| 30D | -6.5% | -2.2% | -4.4% | -5.9% |
| 3M | +4.6% | +12.9% | -8.3% | -0.7% |
| 6M | +5.4% | +4.3% | +1.1% | +2.9% |
| YTD | -11.1% | -8.0% | -3.1% | -9.4% |
| 1Y | -0.3% | -8.6% | +8.3% | +1.8% |
| 3Y | +111.6% | +71.9% | +39.7% | +65.8% |
| 5Y | +117.6% | +50.0% | +67.6% | +78.9% |
| 10Y | +474.1% | +390.1% | +84.1% | +201.8% |
| All | +904.0% | +2,234.5% | -1,330.4% | +189.6% |
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