+16.0%
BABA vs CBRE
+387.8%
-371.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.6% | -4.6% | +1.0% | -2.1% |
| 30D | -8.4% | +3.0% | -11.3% | -9.5% |
| 3M | -20.6% | -8.7% | -11.9% | -18.4% |
| 6M | -25.4% | -7.9% | -17.5% | -24.0% |
| YTD | -30.1% | -16.3% | -13.8% | -26.9% |
| 1Y | -36.3% | -13.1% | -23.2% | -34.4% |
| 3Y | +30.4% | +83.1% | -52.8% | -1.5% |
| 5Y | -35.7% | +27.7% | -63.5% | -45.7% |
| 10Y | +16.0% | +386.9% | -370.9% | -27.8% |
| All | +16.0% | +387.8% | -371.8% | -27.8% |
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