-23.0%
IDXX vs CBRE
+43.6%
-66.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.3% |
| 7D | -5.7% | -5.0% | -0.8% | -3.3% |
| 30D | -11.5% | -4.7% | -6.9% | -9.7% |
| 3M | -9.5% | +6.5% | -16.1% | -12.9% |
| 6M | -16.0% | +6.1% | -22.0% | -19.2% |
| YTD | -25.4% | -12.6% | -12.8% | -21.5% |
| 1Y | -21.8% | -15.3% | -6.5% | -16.5% |
| 3Y | +7.0% | +64.6% | -57.6% | -24.7% |
| All | -23.0% | +43.6% | -66.5% | -43.7% |
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