+131.6%
IBM vs CBRE
+378.3%
-246.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | +0.2% |
| 7D | +0.3% | -1.5% | +1.8% | +0.8% |
| 30D | -1.5% | -4.0% | +2.5% | -0.3% |
| 3M | -16.8% | +8.0% | -24.8% | -19.0% |
| 6M | -9.0% | +4.0% | -13.0% | -10.4% |
| YTD | -20.1% | -11.5% | -8.5% | -16.8% |
| 1Y | -7.0% | -13.0% | +6.0% | -2.9% |
| 3Y | +72.4% | +66.9% | +5.5% | +40.0% |
| 5Y | +112.0% | +45.0% | +66.9% | +76.0% |
| 10Y | +131.6% | +385.0% | -253.5% | +27.1% |
| All | +131.6% | +378.3% | -246.8% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling