+315.1%
CMCSA vs CBRE
+2,024.9%
-1,709.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +0.7% | -4.6% | +5.3% | +1.8% |
| 30D | +21.0% | +3.0% | +18.0% | +20.0% |
| 3M | -0.9% | -8.7% | +7.8% | +1.0% |
| 6M | +2.9% | -7.9% | +10.8% | +4.5% |
| YTD | -5.9% | -16.3% | +10.4% | -2.9% |
| 1Y | +2.5% | -13.1% | +15.6% | +4.8% |
| 3Y | -28.3% | +83.1% | -111.4% | -39.7% |
| 5Y | -40.8% | +27.7% | -68.5% | -46.4% |
| 10Y | +5.4% | +386.9% | -381.5% | -32.4% |
| All | +315.1% | +2,024.9% | -1,709.9% | +64.8% |
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