+685.0%
QCOM vs CBRE
+2,234.5%
-1,549.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +3.3% | -2.0% | +5.3% | +3.8% |
| 30D | +7.7% | -2.2% | +9.9% | +8.1% |
| 3M | -30.1% | +12.9% | -43.0% | -32.6% |
| 6M | +22.8% | +4.3% | +18.5% | +20.8% |
| YTD | +0.2% | -8.0% | +8.2% | +1.2% |
| 1Y | +7.9% | -8.6% | +16.4% | +9.0% |
| 3Y | +55.8% | +71.9% | -16.1% | +33.1% |
| 5Y | +30.1% | +50.0% | -19.9% | +14.9% |
| 10Y | +248.9% | +390.1% | -141.2% | +129.9% |
| All | +685.0% | +2,234.5% | -1,549.5% | +163.9% |
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