+702.3%
GOOG vs CBRE
+379.0%
+323.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +3.0% | -1.8% | +4.8% | +3.6% |
| 30D | -14.9% | +3.3% | -18.2% | -16.3% |
| 3M | -14.9% | -12.4% | -2.5% | -11.4% |
| 6M | -26.6% | -5.4% | -21.2% | -26.1% |
| YTD | -6.6% | -17.2% | +10.6% | -2.2% |
| 1Y | +5.1% | -13.1% | +18.2% | +8.0% |
| 3Y | +121.0% | +81.6% | +39.4% | +65.0% |
| 5Y | +97.3% | +26.4% | +70.9% | +66.8% |
| All | +702.3% | +379.0% | +323.3% | +354.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling