+230.9%
QCOM vs CBRE
+421.6%
-190.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.8% |
| 7D | +5.8% | +1.0% | +4.8% | +5.5% |
| 30D | -2.3% | +5.6% | -7.9% | -4.9% |
| 3M | +2.7% | -6.8% | +9.5% | +5.3% |
| 6M | -21.0% | -5.6% | -15.4% | -20.1% |
| YTD | +1.8% | -14.1% | +15.9% | +6.3% |
| 1Y | +2.4% | -9.5% | +11.9% | +4.2% |
| 3Y | +52.1% | +91.8% | -39.6% | +5.1% |
| 5Y | +14.6% | +30.3% | -15.7% | -6.5% |
| 10Y | +230.9% | +406.9% | -176.0% | +50.2% |
| All | +230.9% | +421.6% | -190.7% | +50.2% |
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