+1,817.3%
INTU vs CBRE
+2,039.6%
-222.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.1% | -3.6% |
| 7D | +0.1% | +5.2% | -5.0% | -1.1% |
| 30D | +15.4% | +6.2% | +9.2% | +13.7% |
| 3M | +6.6% | -8.1% | +14.7% | +8.7% |
| 6M | -11.3% | -6.6% | -4.7% | -10.1% |
| YTD | -47.7% | -15.7% | -32.0% | -45.8% |
| 1Y | -47.0% | -9.7% | -37.4% | -46.0% |
| 3Y | -29.9% | +80.4% | -110.3% | -40.0% |
| 5Y | -42.2% | +27.0% | -69.2% | -46.2% |
| 10Y | +251.7% | +412.9% | -161.3% | +139.9% |
| All | +1,817.3% | +2,039.6% | -222.4% | +696.4% |
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 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