+3.2%
CMCSA vs CBRE
+376.9%
-373.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -0.6% | -2.8% | +2.2% | +0.3% |
| 30D | +18.8% | +2.2% | +16.6% | +17.7% |
| 3M | -1.1% | -10.1% | +9.0% | +2.0% |
| 6M | +2.5% | -8.0% | +10.5% | +4.6% |
| YTD | -6.7% | -17.6% | +10.8% | -2.3% |
| 1Y | 0.0% | -14.7% | +14.7% | +3.4% |
| 3Y | -28.9% | +80.4% | -109.2% | -45.0% |
| 5Y | -41.1% | +25.9% | -67.0% | -49.6% |
| All | +3.2% | +376.9% | -373.7% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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