+166.0%
CVX vs CBRE
+45.8%
+120.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.2% |
| 7D | -0.6% | -1.5% | +0.9% | -0.4% |
| 30D | +13.4% | -4.0% | +17.4% | +14.0% |
| 3M | +11.8% | +8.0% | +3.8% | +9.7% |
| 6M | +12.4% | +4.0% | +8.5% | +10.7% |
| YTD | +41.5% | -11.5% | +53.0% | +43.3% |
| 1Y | +41.6% | -13.0% | +54.6% | +43.7% |
| 3Y | +42.2% | +66.9% | -24.7% | +20.7% |
| 5Y | +166.0% | +45.0% | +120.9% | +119.4% |
| All | +166.0% | +45.8% | +120.2% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling