+560.0%
CVS vs CBRE
+2,024.9%
-1,465.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +12.0% | -4.6% | +16.6% | +12.8% |
| 30D | +2.8% | +3.0% | -0.2% | +1.9% |
| 3M | -3.6% | -8.7% | +5.2% | -2.5% |
| 6M | -1.6% | -7.9% | +6.3% | -0.9% |
| YTD | +16.3% | -16.3% | +32.6% | +18.3% |
| 1Y | +15.5% | -13.1% | +28.6% | +16.8% |
| 3Y | +48.1% | +83.1% | -35.0% | +29.7% |
| 5Y | +12.3% | +27.7% | -15.4% | +3.5% |
| 10Y | +62.7% | +386.9% | -324.2% | +16.5% |
| All | +560.0% | +2,024.9% | -1,465.0% | +200.2% |
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