+138.2%
IBM vs CBRE
+26.4%
+111.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -5.0% | +5.2% | -10.1% | -6.5% |
| 30D | +11.1% | +6.2% | +4.9% | +8.8% |
| 3M | +5.7% | -8.1% | +13.8% | +8.0% |
| 6M | +10.1% | -6.6% | +16.8% | +12.0% |
| YTD | -15.6% | -15.7% | +0.1% | -11.6% |
| 1Y | -19.5% | -9.7% | -9.9% | -17.3% |
| 3Y | +80.4% | +80.4% | 0.0% | +53.3% |
| All | +138.2% | +26.4% | +111.8% | +108.2% |
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