+669.5%
QCOM vs CBRE
+2,039.6%
-1,370.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +0.4% | +5.2% | -4.8% | -0.9% |
| 30D | -6.6% | +6.2% | -12.8% | -8.1% |
| 3M | +3.7% | -8.1% | +11.8% | +5.6% |
| 6M | -13.3% | -6.6% | -6.7% | -12.4% |
| YTD | -1.8% | -15.7% | +13.9% | +1.3% |
| 1Y | -2.5% | -9.7% | +7.1% | -1.3% |
| 3Y | +47.0% | +80.4% | -33.4% | +24.0% |
| 5Y | +13.1% | +27.0% | -13.9% | +3.9% |
| 10Y | +224.7% | +412.9% | -188.2% | +112.7% |
| All | +669.5% | +2,039.6% | -1,370.2% | +164.0% |
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 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