+108.1%
CSCO vs CBRE
+73.2%
+34.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -0.7% | -2.0% | +1.3% | -0.4% |
| 30D | -10.1% | -2.2% | -7.9% | -9.9% |
| 3M | -15.7% | +12.9% | -28.6% | -18.1% |
| 6M | +36.3% | +4.3% | +32.0% | +34.1% |
| YTD | +43.8% | -8.0% | +51.9% | +45.4% |
| 1Y | +63.9% | -8.6% | +72.5% | +65.7% |
| All | +108.1% | +73.2% | +34.9% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling