+480.7%
INTC vs CBRE
+2,234.5%
-1,753.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.7% |
| 7D | +7.1% | -2.0% | +9.0% | +7.6% |
| 30D | -5.2% | -2.2% | -3.0% | -4.9% |
| 3M | -14.3% | +12.9% | -27.2% | -17.6% |
| 6M | +110.2% | +4.3% | +105.9% | +106.0% |
| YTD | +159.6% | -8.0% | +167.7% | +161.0% |
| 1Y | +289.3% | -8.6% | +297.8% | +291.4% |
| 3Y | +166.1% | +71.9% | +94.2% | +127.0% |
| 5Y | +94.4% | +50.0% | +44.4% | +70.5% |
| 10Y | +227.7% | +390.1% | -162.4% | +112.9% |
| All | +480.7% | +2,234.5% | -1,753.8% | +104.6% |
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