+2,213.2%
QQQ vs CBRE
+2,146.2%
+67.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.8% |
| 7D | +1.5% | -1.5% | +3.0% | +1.8% |
| 30D | -0.6% | -4.0% | +3.3% | +0.1% |
| 3M | +0.4% | +8.0% | -7.6% | -1.7% |
| 6M | +20.1% | +4.0% | +16.1% | +18.3% |
| YTD | +17.2% | -11.5% | +28.7% | +19.2% |
| 1Y | +24.7% | -13.0% | +37.7% | +27.1% |
| 3Y | +96.2% | +66.9% | +29.3% | +70.9% |
| 5Y | +94.4% | +45.0% | +49.3% | +73.9% |
| 10Y | +556.7% | +385.0% | +171.7% | +343.9% |
| All | +2,213.2% | +2,146.2% | +67.0% | +823.0% |
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