+132.4%
HOOD vs CBRE
+43.4%
+89.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.7% |
| 7D | -4.8% | +5.2% | -10.0% | -8.6% |
| 30D | -26.1% | +6.2% | -32.3% | -29.9% |
| 3M | -10.8% | -8.1% | -2.7% | -5.3% |
| 6M | +2.4% | -6.6% | +9.0% | +5.3% |
| YTD | -28.5% | -15.7% | -12.7% | -20.0% |
| 1Y | -36.3% | -9.7% | -26.7% | -33.0% |
| 3Y | +743.7% | +80.4% | +663.3% | +380.1% |
| 5Y | +118.6% | +27.0% | +91.6% | +54.9% |
| All | +132.4% | +43.4% | +89.0% | +63.4% |
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 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