+204.9%
CVX vs CBRE
+387.8%
-182.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -1.7% | -4.6% | +2.9% | 0.0% |
| 30D | -0.8% | +3.0% | -3.8% | -2.5% |
| 3M | +9.4% | -8.7% | +18.1% | +12.0% |
| 6M | +17.5% | -7.9% | +25.4% | +18.9% |
| YTD | +43.8% | -16.3% | +60.1% | +48.8% |
| 1Y | +41.9% | -13.1% | +55.0% | +44.2% |
| 3Y | +69.1% | +83.1% | -14.0% | +17.9% |
| 5Y | +128.3% | +27.7% | +100.6% | +81.8% |
| 10Y | +204.9% | +386.9% | -182.0% | +37.8% |
| All | +204.9% | +387.8% | -182.9% | +37.8% |
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