+22.3%
BABA vs CBRE
+348.5%
-326.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +3.8% |
| 7D | +8.6% | +6.0% | +2.5% | +6.3% |
| 30D | -1.1% | +4.4% | -5.4% | -2.8% |
| 3M | -15.9% | -9.8% | -6.1% | -13.3% |
| 6M | -17.5% | -4.4% | -13.2% | -17.1% |
| YTD | -25.6% | -15.2% | -10.4% | -22.5% |
| 1Y | -33.8% | -9.1% | -24.7% | -32.9% |
| 3Y | +34.6% | +79.4% | -44.8% | +2.7% |
| 5Y | -27.7% | +27.8% | -55.5% | -38.5% |
| 10Y | +17.7% | +416.1% | -398.4% | -41.7% |
| All | +22.3% | +348.5% | -326.2% | -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 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