+392.5%
CBRE vs CGNX
+193.6%
+198.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +0.6% |
| 7D | -5.0% | +3.2% | -8.1% | -5.8% |
| 30D | -4.7% | +6.0% | -10.7% | -6.6% |
| 3M | +6.5% | +3.5% | +3.0% | +3.9% |
| 6M | +6.1% | +26.3% | -20.2% | -3.5% |
| YTD | -12.6% | +79.2% | -91.9% | -32.1% |
| 1Y | -15.3% | +43.8% | -59.1% | -29.7% |
| 3Y | +64.6% | +52.0% | +12.7% | +26.2% |
| 5Y | +45.0% | -24.0% | +69.0% | +40.1% |
| All | +392.5% | +193.6% | +198.9% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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