+13,507.3%
GOOGL vs CBRE
+2,245.6%
+11,261.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -2.3% | -2.0% | -0.3% | -1.9% |
| 30D | -6.6% | -2.2% | -4.4% | -6.2% |
| 3M | -8.9% | +12.9% | -21.9% | -11.4% |
| 6M | +11.9% | +4.3% | +7.6% | +10.5% |
| YTD | +8.3% | -8.0% | +16.4% | +9.4% |
| 1Y | +46.2% | -8.6% | +54.8% | +47.6% |
| 3Y | +151.9% | +71.9% | +80.0% | +120.0% |
| 5Y | +137.7% | +50.0% | +87.7% | +112.9% |
| 10Y | +757.6% | +390.1% | +367.5% | +498.6% |
| All | +13,507.3% | +2,245.6% | +11,261.7% | +5,951.1% |
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