-28.3%
BABA vs CBRE
+26.4%
-54.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +11.6% | +5.2% | +6.5% | +9.3% |
| 30D | +2.3% | +6.2% | -3.9% | -0.6% |
| 3M | -13.7% | -8.1% | -5.6% | -11.2% |
| 6M | -21.9% | -6.6% | -15.3% | -20.7% |
| YTD | -24.6% | -15.7% | -8.9% | -20.7% |
| 1Y | -34.1% | -9.7% | -24.4% | -33.1% |
| 3Y | +36.3% | +80.4% | -44.1% | -12.3% |
| All | -28.3% | +26.4% | -54.7% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling