-15.3%
CBRE vs CGNX
+45.2%
-60.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +2.0% |
| 7D | -5.0% | +3.2% | -8.1% | -4.8% |
| 30D | -4.7% | +6.0% | -10.7% | -4.4% |
| 3M | +6.5% | +3.5% | +3.0% | +6.7% |
| 6M | +6.1% | +26.3% | -20.2% | +7.0% |
| YTD | -12.6% | +79.2% | -91.9% | -12.1% |
| 1Y | -15.3% | +43.8% | -59.1% | -15.0% |
| All | -15.3% | +45.2% | -60.5% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling