+122.0%
CVX vs CBRE
+30.4%
+91.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -1.2% |
| 7D | -7.5% | +1.0% | -8.5% | -7.6% |
| 30D | -0.6% | +5.6% | -6.2% | -1.6% |
| 3M | +14.0% | -6.8% | +20.7% | +14.9% |
| 6M | +18.1% | -5.6% | +23.7% | +18.5% |
| YTD | +42.2% | -14.1% | +56.2% | +44.3% |
| 1Y | +41.3% | -9.5% | +50.8% | +41.6% |
| 3Y | +68.3% | +91.8% | -23.4% | +37.9% |
| 5Y | +122.0% | +30.3% | +91.7% | +90.5% |
| All | +122.0% | +30.4% | +91.7% | +90.5% |
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