+221.9%
CVX vs CBRE
+381.8%
-159.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | +1.0% | -1.7% | +2.6% | +1.5% |
| 30D | +10.7% | -3.0% | +13.6% | +11.5% |
| 3M | +15.5% | +2.6% | +12.9% | +13.2% |
| 6M | +14.9% | +2.0% | +12.9% | +12.0% |
| YTD | +44.2% | -13.1% | +57.3% | +48.2% |
| 1Y | +43.5% | -13.8% | +57.3% | +47.4% |
| 3Y | +45.0% | +63.9% | -18.9% | +7.4% |
| 5Y | +172.2% | +42.3% | +129.8% | +107.2% |
| 10Y | +221.9% | +401.2% | -179.3% | +40.2% |
| All | +221.9% | +381.8% | -159.9% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling