+321.5%
CSCO vs CBRE
+421.6%
-100.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.2% | +4.5% |
| 7D | -2.9% | +1.0% | -4.0% | -3.2% |
| 30D | -16.7% | +5.6% | -22.3% | -18.4% |
| 3M | -18.4% | -6.8% | -11.7% | -17.2% |
| 6M | +2.9% | -5.6% | +8.5% | +3.1% |
| YTD | +30.4% | -14.1% | +44.5% | +34.2% |
| 1Y | +41.4% | -9.5% | +50.9% | +42.5% |
| 3Y | +104.7% | +91.8% | +12.9% | +52.4% |
| 5Y | +96.9% | +30.3% | +66.6% | +65.8% |
| 10Y | +321.5% | +406.9% | -85.4% | +130.9% |
| All | +321.5% | +421.6% | -100.1% | +130.9% |
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 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