+765.0%
PLTR vs CBRE
+79.1%
+686.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | -12.9% | +5.2% | -18.1% | -15.0% |
| 30D | -17.4% | +6.2% | -23.6% | -20.0% |
| 3M | +2.9% | -8.1% | +11.0% | +6.6% |
| 6M | +19.9% | -6.6% | +26.5% | +23.0% |
| YTD | -9.8% | -15.7% | +6.0% | -3.8% |
| 1Y | -8.4% | -9.7% | +1.3% | -6.4% |
| 3Y | +765.0% | +80.4% | +684.7% | +509.1% |
| All | +765.0% | +79.1% | +686.0% | +509.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling