+377.3%
CSCO vs CBRE
+381.8%
-4.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.8% |
| 7D | 0.0% | -1.7% | +1.6% | +0.4% |
| 30D | -10.7% | -3.0% | -7.8% | -10.3% |
| 3M | -8.7% | +2.6% | -11.4% | -10.5% |
| 6M | +44.9% | +2.0% | +42.9% | +41.5% |
| YTD | +44.1% | -13.1% | +57.3% | +48.3% |
| 1Y | +65.9% | -13.8% | +79.7% | +70.6% |
| 3Y | +109.0% | +63.9% | +45.1% | +65.7% |
| 5Y | +114.8% | +42.3% | +72.4% | +75.4% |
| 10Y | +377.3% | +401.2% | -23.8% | +152.0% |
| All | +377.3% | +381.8% | -4.5% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling