+261.6%
INTC vs CBRE
+2,001.9%
-1,740.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.6% |
| 7D | +6.0% | -1.8% | +7.8% | +6.5% |
| 30D | -39.2% | +3.3% | -42.5% | -39.9% |
| 3M | -42.9% | -12.4% | -30.6% | -41.5% |
| 6M | -50.4% | -5.4% | -45.0% | -50.4% |
| YTD | +61.7% | -17.2% | +78.9% | +66.0% |
| 1Y | +66.1% | -13.1% | +79.2% | +68.5% |
| 3Y | +58.1% | +81.6% | -23.4% | +32.7% |
| 5Y | +27.9% | +26.4% | +1.4% | +16.4% |
| 10Y | +111.1% | +381.6% | -270.5% | +37.7% |
| All | +261.6% | +2,001.9% | -1,740.3% | +30.1% |
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