+28.2%
BABA vs CBRE
+386.3%
-358.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -4.8% | -2.0% | -2.8% | -4.1% |
| 30D | -11.9% | -2.2% | -9.7% | -11.5% |
| 3M | -9.3% | +12.9% | -22.2% | -13.6% |
| 6M | -14.2% | +4.3% | -18.6% | -16.1% |
| YTD | -22.0% | -8.0% | -14.0% | -20.8% |
| 1Y | -12.7% | -8.6% | -4.2% | -11.6% |
| 3Y | +26.7% | +71.9% | -45.2% | -1.4% |
| 5Y | -29.3% | +50.0% | -79.4% | -43.0% |
| 10Y | +21.2% | +390.1% | -368.8% | -38.6% |
| All | +28.2% | +386.3% | -358.2% | -35.3% |
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