+392.5%
CBRE vs SONY
+293.1%
+99.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.1% |
| 7D | -5.0% | -2.7% | -2.3% | -3.8% |
| 30D | -4.7% | +1.5% | -6.2% | -5.3% |
| 3M | +6.5% | +13.0% | -6.5% | +0.7% |
| 6M | +6.1% | +11.2% | -5.2% | +0.3% |
| YTD | -12.6% | -6.6% | -6.0% | -10.9% |
| 1Y | -15.3% | -18.1% | +2.8% | -8.9% |
| 3Y | +64.6% | +42.1% | +22.5% | +33.8% |
| 5Y | +45.0% | +11.0% | +33.9% | +29.1% |
| All | +392.5% | +293.1% | +99.4% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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