-20.2%
IBM vs CBRE
-13.9%
-6.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -0.3% | -2.8% | +2.5% | +1.0% |
| 30D | +6.8% | +2.2% | +4.5% | +5.2% |
| 3M | +4.4% | -10.1% | +14.5% | +9.2% |
| 6M | +13.2% | -8.0% | +21.2% | +17.4% |
| YTD | -15.1% | -17.6% | +2.4% | -5.2% |
| 1Y | -20.2% | -14.7% | -5.5% | -11.9% |
| All | -20.2% | -13.9% | -6.3% | -11.9% |
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