-21.4%
ISRG vs CBRE
-11.8%
-9.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -6.8% | -4.6% | -2.1% | -5.2% |
| 30D | +5.1% | +3.0% | +2.2% | +4.0% |
| 3M | +12.0% | -8.7% | +20.8% | +15.7% |
| 6M | +7.0% | -7.9% | +14.9% | +9.5% |
| YTD | -20.6% | -16.3% | -4.3% | -18.6% |
| 1Y | -21.4% | -13.1% | -8.3% | -20.7% |
| All | -21.4% | -11.8% | -9.6% | -20.7% |
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 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