+66.6%
CSCO vs CBRE
-12.5%
+79.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | 0.0% |
| 7D | -0.5% | -1.5% | +1.0% | -0.5% |
| 30D | -10.1% | -4.0% | -6.1% | -10.0% |
| 3M | -11.7% | +8.0% | -19.7% | -12.7% |
| 6M | +40.1% | +4.0% | +36.1% | +37.9% |
| YTD | +43.8% | -11.5% | +55.3% | +46.1% |
| 1Y | +66.6% | -13.0% | +79.6% | +69.7% |
| All | +66.6% | -12.5% | +79.1% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling