+118.8%
GOOGL vs CBRE
+86.2%
+32.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.2% |
| 7D | +2.6% | -0.5% | +3.2% | +2.7% |
| 30D | -18.3% | +3.1% | -21.3% | -18.8% |
| 3M | -19.6% | -6.4% | -13.2% | -18.6% |
| 6M | -28.2% | -7.9% | -20.3% | -27.3% |
| YTD | -8.0% | -16.2% | +8.2% | -5.5% |
| 1Y | -0.7% | -11.2% | +10.5% | +0.8% |
| 3Y | +118.8% | +83.4% | +35.4% | +105.6% |
| All | +118.8% | +86.2% | +32.6% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling