+242.8%
QCOM vs CBRE
+388.5%
-145.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.3% |
| 7D | +5.5% | -0.5% | +6.1% | +5.9% |
| 30D | -1.1% | +3.1% | -4.2% | -2.7% |
| 3M | +7.6% | -6.4% | +13.9% | +10.0% |
| 6M | -20.1% | -7.9% | -12.2% | -18.3% |
| YTD | +3.0% | -16.2% | +19.2% | +8.7% |
| 1Y | +3.2% | -11.2% | +14.5% | +5.9% |
| 3Y | +48.9% | +83.4% | -34.5% | +4.9% |
| 5Y | +21.1% | +28.4% | -7.4% | -0.7% |
| 10Y | +242.8% | +386.8% | -144.0% | +56.4% |
| All | +242.8% | +388.5% | -145.8% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling