+442.9%
IBM vs CBRE
+2,039.6%
-1,596.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -5.0% | +5.2% | -10.1% | -5.9% |
| 30D | +11.1% | +6.2% | +4.9% | +9.7% |
| 3M | +5.7% | -8.1% | +13.8% | +7.1% |
| 6M | +10.1% | -6.6% | +16.8% | +11.3% |
| YTD | -15.6% | -15.7% | +0.1% | -13.1% |
| 1Y | -19.5% | -9.7% | -9.9% | -18.2% |
| 3Y | +80.4% | +80.4% | 0.0% | +60.6% |
| 5Y | +140.0% | +27.0% | +113.0% | +124.5% |
| 10Y | +155.0% | +412.9% | -257.9% | +86.5% |
| All | +442.9% | +2,039.6% | -1,596.8% | +168.1% |
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 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