+38.6%
HPQ vs CBRE
+42.7%
-4.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.7% |
| 7D | +2.2% | -1.7% | +3.9% | +2.9% |
| 30D | +9.7% | -3.0% | +12.7% | +11.0% |
| 3M | +32.7% | +2.6% | +30.1% | +30.4% |
| 6M | +77.7% | +2.0% | +75.7% | +73.9% |
| YTD | +51.0% | -13.1% | +64.1% | +57.8% |
| 1Y | +18.4% | -13.8% | +32.2% | +24.2% |
| 3Y | +25.6% | +63.9% | -38.3% | -8.0% |
| 5Y | +38.6% | +42.3% | -3.7% | +4.3% |
| All | +38.6% | +42.7% | -4.1% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling