+13,444.1%
GOOG vs CBRE
+2,245.6%
+11,198.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.1% | -2.0% | -0.2% | -1.8% |
| 30D | -6.8% | -2.2% | -4.6% | -6.5% |
| 3M | -9.1% | +12.9% | -22.0% | -11.6% |
| 6M | +10.7% | +4.3% | +6.4% | +9.4% |
| YTD | +7.1% | -8.0% | +15.1% | +8.1% |
| 1Y | +44.6% | -8.6% | +53.2% | +46.0% |
| 3Y | +147.4% | +71.9% | +75.6% | +116.1% |
| 5Y | +133.8% | +50.0% | +83.8% | +109.3% |
| 10Y | +777.5% | +390.1% | +387.5% | +512.3% |
| All | +13,444.1% | +2,245.6% | +11,198.6% | +5,921.6% |
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 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