+3,914.6%
CSX vs CBRE
+2,234.5%
+1,680.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -3.4% | -2.0% | -1.4% | -2.9% |
| 30D | -3.1% | -2.2% | -0.9% | -2.7% |
| 3M | +7.2% | +12.9% | -5.7% | +3.2% |
| 6M | +16.2% | +4.3% | +11.9% | +14.0% |
| YTD | +37.5% | -8.0% | +45.6% | +38.8% |
| 1Y | +53.2% | -8.6% | +61.8% | +54.7% |
| 3Y | +68.2% | +71.9% | -3.6% | +40.4% |
| 5Y | +65.2% | +50.0% | +15.2% | +41.3% |
| 10Y | +504.1% | +390.1% | +114.1% | +271.2% |
| All | +3,914.6% | +2,234.5% | +1,680.2% | +1,541.0% |
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