+2,156.0%
CBRE vs CGNX
+843.7%
+1,312.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -7.2% | +1.5% | -8.7% | -7.9% |
| 30D | -6.4% | -1.8% | -4.6% | -6.3% |
| 3M | +2.9% | +5.3% | -2.3% | -2.0% |
| 6M | +2.5% | +22.3% | -19.8% | -10.1% |
| YTD | -14.2% | +72.2% | -86.4% | -40.3% |
| 1Y | -15.1% | +39.8% | -55.0% | -36.0% |
| 3Y | +61.9% | +44.8% | +17.1% | +10.4% |
| 5Y | +42.4% | -27.0% | +69.4% | +31.1% |
| 10Y | +395.1% | +177.7% | +217.4% | +80.7% |
| All | +2,156.0% | +843.7% | +1,312.3% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling