+39.4%
CSCO vs CBRE
-9.3%
+48.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.2% | +5.1% |
| 7D | -2.9% | +1.0% | -4.0% | -2.9% |
| 30D | -16.7% | +5.6% | -22.3% | -16.5% |
| 3M | -18.4% | -6.8% | -11.7% | -18.0% |
| 6M | +2.9% | -5.6% | +8.5% | +4.1% |
| YTD | +30.4% | -14.1% | +44.5% | +33.7% |
| All | +39.4% | -9.3% | +48.7% | +43.6% |
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