+147.3%
IBM vs CBRE
+379.0%
-231.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.6% | -1.8% | +3.3% | +2.2% |
| 30D | +9.2% | +3.3% | +5.9% | +7.6% |
| 3M | +4.9% | -12.4% | +17.3% | +9.4% |
| 6M | +16.8% | -5.4% | +22.1% | +18.4% |
| YTD | -14.3% | -17.2% | +2.9% | -9.0% |
| 1Y | -16.7% | -13.1% | -3.6% | -13.1% |
| 3Y | +82.2% | +81.6% | +0.7% | +43.2% |
| 5Y | +149.9% | +26.4% | +123.5% | +117.7% |
| All | +147.3% | +379.0% | -231.8% | +38.7% |
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