+642.3%
LYB vs CBRE
+726.5%
-84.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | -3.1% | -1.7% | -1.4% | -2.5% |
| 30D | +4.0% | -3.0% | +7.0% | +5.0% |
| 3M | +2.4% | +2.6% | -0.2% | -0.7% |
| 6M | -1.4% | +2.0% | -3.4% | -5.6% |
| YTD | +53.9% | -13.1% | +67.1% | +58.1% |
| 1Y | +26.1% | -13.8% | +39.9% | +29.7% |
| 3Y | -21.0% | +63.9% | -84.9% | -45.6% |
| 5Y | -0.7% | +42.3% | -43.1% | -28.3% |
| 10Y | +49.3% | +401.2% | -351.9% | -48.3% |
| All | +642.3% | +726.5% | -84.2% | +85.9% |
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