+50.6%
LYB vs CBRE
-6.2%
+56.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.9% | -4.0% |
| 7D | -6.2% | +14.1% | -20.3% | -3.9% |
| 30D | +6.3% | +9.0% | -2.7% | +8.2% |
| 3M | +4.1% | -6.6% | +10.7% | +3.4% |
| 6M | -15.5% | +0.8% | -16.2% | -14.9% |
| YTD | +50.2% | -12.2% | +62.5% | +49.0% |
| 1Y | +50.6% | -6.8% | +57.4% | +43.8% |
| All | +50.6% | -6.2% | +56.8% | +43.8% |
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