+39.4%
CSCO vs CBRE
-11.6%
+51.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.5% |
| 7D | -4.7% | -0.5% | -4.1% | -4.6% |
| 30D | -17.1% | +3.1% | -20.1% | -16.9% |
| 3M | -19.6% | -6.4% | -13.3% | -19.3% |
| 6M | +2.4% | -7.9% | +10.3% | +3.6% |
| YTD | +29.8% | -16.2% | +45.9% | +33.2% |
| All | +39.4% | -11.6% | +51.1% | +43.5% |
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 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