-42.5%
CMCSA vs CBRE
+30.7%
-73.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.1% |
| 7D | +2.7% | +1.0% | +1.6% | +2.4% |
| 30D | +18.6% | +5.6% | +13.0% | +16.5% |
| 3M | -1.8% | -6.8% | +4.9% | -0.1% |
| 6M | -0.7% | -5.6% | +4.9% | +0.4% |
| YTD | -7.8% | -14.1% | +6.2% | -5.0% |
| 1Y | +0.7% | -9.5% | +10.2% | +2.0% |
| 3Y | -28.0% | +91.8% | -119.7% | -45.9% |
| All | -42.5% | +30.7% | -73.2% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling