+11,715.7%
GOOG vs CBRE
+2,011.9%
+9,703.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +3.0% | -1.8% | +4.8% | +3.4% |
| 30D | -14.9% | +3.3% | -18.2% | -15.7% |
| 3M | -14.9% | -12.4% | -2.5% | -12.9% |
| 6M | -26.6% | -5.4% | -21.2% | -26.2% |
| YTD | -6.6% | -17.2% | +10.6% | -3.9% |
| 1Y | +5.1% | -13.1% | +18.2% | +7.0% |
| 3Y | +121.0% | +81.6% | +39.4% | +90.4% |
| 5Y | +97.3% | +26.4% | +70.9% | +82.4% |
| 10Y | +683.2% | +381.6% | +301.6% | +448.8% |
| All | +11,715.7% | +2,011.9% | +9,703.8% | +5,252.2% |
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