+121.2%
INTC vs CBRE
+387.8%
-266.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +7.3% | -4.6% | +11.9% | +9.3% |
| 30D | -38.3% | +3.0% | -41.3% | -39.4% |
| 3M | -36.0% | -8.7% | -27.3% | -34.5% |
| 6M | -51.7% | -7.9% | -43.8% | -51.2% |
| YTD | +69.4% | -16.3% | +85.7% | +75.6% |
| 1Y | +65.0% | -13.1% | +78.1% | +68.3% |
| 3Y | +63.0% | +83.1% | -20.1% | +19.2% |
| 5Y | +33.4% | +27.7% | +5.6% | +10.6% |
| 10Y | +121.2% | +386.9% | -265.7% | +18.4% |
| All | +121.2% | +387.8% | -266.6% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling