+330.5%
CSCO vs CBRE
+387.8%
-57.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | -2.8% | -4.6% | +1.9% | -1.2% |
| 30D | -12.6% | +3.0% | -15.6% | -13.8% |
| 3M | -16.0% | -8.7% | -7.3% | -14.2% |
| 6M | +2.8% | -7.9% | +10.7% | +3.8% |
| YTD | +33.2% | -16.3% | +49.5% | +38.2% |
| 1Y | +43.1% | -13.1% | +56.2% | +46.3% |
| 3Y | +106.7% | +83.1% | +23.6% | +56.4% |
| 5Y | +103.6% | +27.7% | +75.8% | +72.4% |
| 10Y | +330.5% | +386.9% | -56.4% | +136.5% |
| All | +330.5% | +387.8% | -57.3% | +136.5% |
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