-40.4%
BABA vs CBRE
-13.6%
-26.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -13.8% | -1.8% | -12.0% | -13.4% |
| 30D | -15.1% | +3.3% | -18.4% | -15.8% |
| 3M | -22.7% | -12.4% | -10.4% | -20.8% |
| 6M | -34.7% | -5.4% | -29.3% | -34.5% |
| YTD | -35.0% | -17.2% | -17.8% | -32.4% |
| 1Y | -40.4% | -13.1% | -27.3% | -36.6% |
| All | -40.4% | -13.6% | -26.8% | -36.6% |
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 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