-29.7%
CMCSA vs CBRE
+90.8%
-120.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | +2.7% | +1.0% | +1.6% | +2.4% |
| 30D | +18.6% | +5.6% | +13.0% | +17.0% |
| 3M | -1.8% | -6.8% | +4.9% | -0.6% |
| 6M | -0.7% | -5.6% | +4.9% | +0.1% |
| YTD | -7.8% | -14.1% | +6.2% | -5.9% |
| 1Y | +0.7% | -9.5% | +10.2% | +1.5% |
| All | -29.7% | +90.8% | -120.6% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling