+23.4%
REGN vs CBRE
+43.6%
-20.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.9% |
| 7D | -5.6% | -5.0% | -0.6% | -4.6% |
| 30D | -2.0% | -4.7% | +2.7% | -1.1% |
| 3M | +28.0% | +6.5% | +21.4% | +26.1% |
| 6M | +1.2% | +6.1% | -4.9% | -0.3% |
| YTD | +1.6% | -12.6% | +14.3% | +3.3% |
| 1Y | +38.2% | -15.3% | +53.5% | +41.3% |
| 3Y | -5.4% | +64.6% | -70.0% | -16.4% |
| All | +23.4% | +43.6% | -20.2% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling