+562.0%
CVS vs CBRE
+1,992.7%
-1,430.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +10.4% | -2.8% | +13.2% | +10.9% |
| 30D | +3.3% | +2.2% | +1.1% | +2.6% |
| 3M | -4.5% | -10.1% | +5.6% | -3.2% |
| 6M | -4.4% | -8.0% | +3.6% | -3.7% |
| YTD | +16.6% | -17.6% | +34.2% | +19.0% |
| 1Y | +15.3% | -14.7% | +30.0% | +16.9% |
| 3Y | +48.6% | +80.4% | -31.8% | +30.4% |
| 5Y | +12.9% | +25.9% | -13.0% | +4.2% |
| 10Y | +63.2% | +379.5% | -316.3% | +17.1% |
| All | +562.0% | +1,992.7% | -1,430.8% | +201.9% |
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