+2,317.2%
CBRE vs SONY
+290.9%
+2,026.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.3% |
| 7D | -2.0% | -1.2% | -0.8% | -1.3% |
| 30D | -2.2% | +9.4% | -11.6% | -7.2% |
| 3M | +12.9% | +10.5% | +2.4% | +5.8% |
| 6M | +4.3% | +11.7% | -7.4% | -3.6% |
| YTD | -8.0% | -4.1% | -4.0% | -7.6% |
| 1Y | -8.6% | -11.8% | +3.2% | -4.3% |
| 3Y | +71.9% | +45.9% | +26.0% | +28.3% |
| 5Y | +50.0% | +16.3% | +33.7% | +25.1% |
| 10Y | +390.1% | +297.6% | +92.5% | +74.0% |
| All | +2,317.2% | +290.9% | +2,026.3% | +649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling