-45.0%
CMCSA vs CBRE
+45.8%
-90.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.5% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +3.8% | -4.0% | +7.8% | +5.0% |
| 3M | +12.3% | +8.0% | +4.3% | +9.6% |
| 6M | -15.4% | +4.0% | -19.4% | -16.8% |
| YTD | -2.5% | -11.5% | +9.0% | -0.1% |
| 1Y | -13.4% | -13.0% | -0.4% | -10.9% |
| 3Y | -30.4% | +66.9% | -97.3% | -44.9% |
| 5Y | -45.0% | +45.0% | -90.1% | -57.9% |
| All | -45.0% | +45.8% | -90.8% | -57.9% |
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 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