+378.3%
ISRG vs CBRE
+397.8%
-19.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.6% | -2.0% | +0.4% | -0.8% |
| 30D | -2.3% | -2.2% | -0.1% | -1.5% |
| 3M | -12.4% | +12.9% | -25.4% | -17.4% |
| 6M | -26.8% | +4.3% | -31.1% | -28.6% |
| YTD | -35.3% | -8.0% | -27.2% | -33.7% |
| 1Y | -19.3% | -8.6% | -10.8% | -17.3% |
| 3Y | +18.1% | +71.9% | -53.7% | -12.4% |
| 5Y | +2.6% | +50.0% | -47.4% | -20.2% |
| All | +378.3% | +397.8% | -19.6% | +146.1% |
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 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