-2.5%
IBM vs CBRE
-7.7%
+5.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -0.3% | -2.0% | +1.7% | +0.6% |
| 30D | +0.3% | -2.2% | +2.5% | +1.1% |
| 3M | -21.6% | +12.9% | -34.5% | -25.9% |
| 6M | -4.7% | +4.3% | -9.0% | -6.6% |
| YTD | -19.1% | -8.0% | -11.0% | -14.6% |
| 1Y | -2.5% | -8.6% | +6.1% | +2.4% |
| All | -2.5% | -7.7% | +5.2% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling