+135.0%
GOOG vs CBRE
+39.8%
+95.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -2.5% | -7.2% | +4.7% | +0.1% |
| 30D | -3.6% | -6.4% | +2.8% | -1.5% |
| 3M | -6.4% | +2.9% | -9.4% | -8.0% |
| 6M | +7.8% | +2.5% | +5.3% | +5.9% |
| YTD | +5.5% | -14.2% | +19.7% | +9.8% |
| 1Y | +38.3% | -15.1% | +53.4% | +44.2% |
| 3Y | +143.1% | +61.9% | +81.2% | +83.3% |
| 5Y | +135.0% | +42.4% | +92.6% | +82.8% |
| All | +135.0% | +39.8% | +95.3% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling