+746.7%
GOOGL vs CBRE
+381.8%
+364.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.6% |
| 7D | -1.9% | -1.7% | -0.2% | -1.3% |
| 30D | -7.5% | -3.0% | -4.5% | -6.7% |
| 3M | -9.2% | +2.6% | -11.8% | -10.5% |
| 6M | +8.1% | +2.0% | +6.1% | +6.5% |
| YTD | +5.8% | -13.1% | +19.0% | +9.6% |
| 1Y | +38.3% | -13.8% | +52.2% | +43.3% |
| 3Y | +144.8% | +63.9% | +80.9% | +92.0% |
| 5Y | +132.5% | +42.3% | +90.2% | +89.7% |
| 10Y | +746.7% | +401.2% | +345.5% | +357.3% |
| All | +746.7% | +381.8% | +364.9% | +357.3% |
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