+224.6%
INTU vs CBRE
+397.1%
-172.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | -7.1% | -2.0% | -5.1% | -6.3% |
| 30D | +1.5% | -2.2% | +3.6% | +2.4% |
| 3M | +10.7% | +12.9% | -2.2% | +4.3% |
| 6M | -23.8% | +4.3% | -28.2% | -26.0% |
| YTD | -49.3% | -8.0% | -41.3% | -48.0% |
| 1Y | -49.7% | -8.6% | -41.1% | -48.3% |
| 3Y | -38.0% | +71.9% | -109.9% | -54.8% |
| 5Y | -38.7% | +50.0% | -88.7% | -52.8% |
| All | +224.6% | +397.1% | -172.6% | +47.7% |
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 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