+991.1%
CVX vs CBRE
+2,024.9%
-1,033.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -1.7% | -4.6% | +2.9% | -0.7% |
| 30D | -0.8% | +3.0% | -3.8% | -1.8% |
| 3M | +9.4% | -8.7% | +18.1% | +11.0% |
| 6M | +17.5% | -7.9% | +25.4% | +18.4% |
| YTD | +43.8% | -16.3% | +60.1% | +46.9% |
| 1Y | +41.9% | -13.1% | +55.0% | +43.6% |
| 3Y | +69.1% | +83.1% | -14.0% | +41.7% |
| 5Y | +128.3% | +27.7% | +100.6% | +104.3% |
| 10Y | +204.9% | +386.9% | -182.0% | +102.3% |
| All | +991.1% | +2,024.9% | -1,033.9% | +329.1% |
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