+615.0%
CSCO vs CBRE
+2,234.5%
-1,619.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.7% | -2.0% | +1.3% | -0.3% |
| 30D | -10.1% | -2.2% | -7.9% | -9.9% |
| 3M | -15.7% | +12.9% | -28.6% | -18.6% |
| 6M | +36.3% | +4.3% | +32.0% | +33.6% |
| YTD | +43.8% | -8.0% | +51.9% | +44.9% |
| 1Y | +63.9% | -8.6% | +72.5% | +65.0% |
| 3Y | +104.4% | +71.9% | +32.5% | +75.0% |
| 5Y | +111.4% | +50.0% | +61.3% | +84.7% |
| 10Y | +361.7% | +390.1% | -28.4% | +200.9% |
| All | +615.0% | +2,234.5% | -1,619.5% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling