+514.5%
CSCO vs CBRE
+2,039.6%
-1,525.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -10.2% | +5.2% | -15.4% | -11.3% |
| 30D | -20.1% | +6.2% | -26.3% | -21.4% |
| 3M | -22.4% | -8.1% | -14.3% | -21.3% |
| 6M | +2.8% | -6.6% | +9.4% | +3.2% |
| YTD | +23.6% | -15.7% | +39.3% | +26.6% |
| 1Y | +34.0% | -9.7% | +43.7% | +34.9% |
| 3Y | +89.3% | +80.4% | +8.9% | +60.0% |
| 5Y | +87.9% | +27.0% | +60.8% | +70.1% |
| 10Y | +314.9% | +412.9% | -98.0% | +167.8% |
| All | +514.5% | +2,039.6% | -1,525.1% | +134.2% |
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