+967.1%
CVX vs CBRE
+2,234.5%
-1,267.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +3.3% | -2.0% | +5.3% | +3.7% |
| 30D | +12.9% | -2.2% | +15.1% | +13.2% |
| 3M | +11.7% | +12.9% | -1.2% | +8.1% |
| 6M | +14.1% | +4.3% | +9.8% | +12.0% |
| YTD | +40.7% | -8.0% | +48.7% | +41.4% |
| 1Y | +37.5% | -8.6% | +46.1% | +38.1% |
| 3Y | +43.9% | +71.9% | -27.9% | +22.7% |
| 5Y | +161.5% | +50.0% | +111.5% | +126.5% |
| 10Y | +215.1% | +390.1% | -174.9% | +108.9% |
| All | +967.1% | +2,234.5% | -1,267.4% | +312.8% |
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 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