+27.3%
CBRE vs SONY
+12.1%
+15.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | -1.8% | +0.3% | -2.0% | -1.9% |
| 30D | +3.3% | +11.1% | -7.8% | -1.5% |
| 3M | -12.4% | +14.7% | -27.0% | -17.5% |
| 6M | -5.4% | +18.8% | -24.1% | -12.7% |
| YTD | -17.2% | +5.7% | -23.0% | -20.0% |
| 1Y | -13.1% | -8.1% | -5.0% | -10.5% |
| 3Y | +81.6% | +64.0% | +17.6% | +35.4% |
| All | +27.3% | +12.1% | +15.2% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling