-4.9%
LYB vs CBRE
+43.6%
-48.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -1.5% |
| 7D | +0.3% | -5.0% | +5.2% | +1.8% |
| 30D | +2.5% | -4.7% | +7.1% | +3.6% |
| 3M | +1.4% | +6.5% | -5.1% | -1.9% |
| 6M | -3.5% | +6.1% | -9.5% | -7.5% |
| YTD | +52.0% | -12.6% | +64.6% | +55.3% |
| 1Y | +22.1% | -15.3% | +37.4% | +26.2% |
| 3Y | -22.8% | +64.6% | -87.4% | -41.5% |
| All | -4.9% | +43.6% | -48.5% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling