+420.5%
IBM vs CBRE
+2,234.5%
-1,814.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | -2.0% | +1.7% | 0.0% |
| 30D | +0.3% | -2.2% | +2.5% | +0.6% |
| 3M | -21.6% | +12.9% | -34.5% | -23.3% |
| 6M | -4.7% | +4.3% | -9.0% | -5.5% |
| YTD | -19.1% | -8.0% | -11.0% | -17.9% |
| 1Y | -2.5% | -8.6% | +6.1% | -1.1% |
| 3Y | +74.2% | +71.9% | +2.3% | +56.4% |
| 5Y | +113.1% | +50.0% | +63.1% | +93.7% |
| 10Y | +133.5% | +390.1% | -256.5% | +71.5% |
| All | +420.5% | +2,234.5% | -1,814.0% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling