+332.7%
CMCSA vs CBRE
+2,234.5%
-1,901.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.1% | -2.0% | -0.1% | -1.7% |
| 30D | +7.0% | -2.2% | +9.2% | +7.5% |
| 3M | +15.1% | +12.9% | +2.2% | +11.6% |
| 6M | -15.4% | +4.3% | -19.7% | -16.5% |
| YTD | -1.9% | -8.0% | +6.2% | -0.9% |
| 1Y | -12.7% | -8.6% | -4.2% | -11.8% |
| 3Y | -31.0% | +71.9% | -102.9% | -41.1% |
| 5Y | -46.1% | +50.0% | -96.1% | -53.0% |
| 10Y | +10.8% | +390.1% | -379.2% | -29.1% |
| All | +332.7% | +2,234.5% | -1,901.7% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling