-21.8%
IDXX vs CBRE
-14.0%
-7.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.1% |
| 7D | -5.7% | -5.0% | -0.8% | -3.9% |
| 30D | -11.5% | -4.7% | -6.9% | -10.1% |
| 3M | -9.5% | +6.5% | -16.1% | -12.0% |
| 6M | -16.0% | +6.1% | -22.0% | -18.0% |
| YTD | -25.4% | -12.6% | -12.8% | -23.7% |
| 1Y | -21.8% | -15.3% | -6.5% | -18.5% |
| All | -21.8% | -14.0% | -7.8% | -18.5% |
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