+780.7%
GOOG vs CBRE
+407.4%
+373.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.9% |
| 7D | 0.0% | -5.0% | +5.0% | +1.8% |
| 30D | -2.0% | -4.7% | +2.7% | -0.4% |
| 3M | -5.9% | +6.5% | -12.4% | -8.5% |
| 6M | +8.9% | +6.1% | +2.8% | +5.8% |
| YTD | +7.1% | -12.6% | +19.7% | +10.6% |
| 1Y | +39.7% | -15.3% | +55.0% | +45.6% |
| 3Y | +145.8% | +64.6% | +81.2% | +92.5% |
| 5Y | +138.6% | +45.0% | +93.6% | +93.2% |
| All | +780.7% | +407.4% | +373.2% | +380.6% |
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