-47.5%
INTU vs CBRE
-9.3%
-38.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -2.9% | -1.8% |
| 7D | -3.9% | +1.0% | -5.0% | -4.4% |
| 30D | +11.7% | +5.6% | +6.1% | +8.9% |
| 3M | +4.5% | -6.8% | +11.2% | +7.0% |
| 6M | -13.9% | -5.6% | -8.3% | -11.4% |
| YTD | -48.2% | -14.1% | -34.2% | -44.7% |
| All | -47.5% | -9.3% | -38.2% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling