+150.5%
GOOGL vs CBRE
+67.4%
+83.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.8% |
| 7D | +1.1% | -1.5% | +2.6% | +1.3% |
| 30D | -4.4% | -4.0% | -0.4% | -3.7% |
| 3M | -6.8% | +8.0% | -14.8% | -8.6% |
| 6M | +13.6% | +4.0% | +9.6% | +12.2% |
| YTD | +8.3% | -11.5% | +19.8% | +10.1% |
| 1Y | +44.9% | -13.0% | +58.0% | +47.7% |
| 3Y | +150.5% | +66.9% | +83.6% | +124.4% |
| All | +150.5% | +67.4% | +83.0% | +124.4% |
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