+645.5%
EBAY vs CBRE
+2,001.9%
-1,356.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -0.9% | -1.8% | +0.9% | -0.4% |
| 30D | +3.5% | +3.3% | +0.2% | +2.5% |
| 3M | +16.0% | -12.4% | +28.3% | +19.5% |
| 6M | +7.6% | -5.4% | +13.0% | +8.4% |
| YTD | +40.1% | -17.2% | +57.3% | +45.5% |
| 1Y | +45.0% | -13.1% | +58.1% | +48.7% |
| 3Y | +228.1% | +81.6% | +146.6% | +174.9% |
| 5Y | +78.6% | +26.4% | +52.2% | +63.1% |
| 10Y | +378.8% | +381.6% | -2.9% | +197.7% |
| All | +645.5% | +2,001.9% | -1,356.4% | +124.7% |
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