+9,325.1%
REGN vs CBRE
+2,105.5%
+7,219.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -5.2% | -1.7% | -3.5% | -4.9% |
| 30D | +0.1% | -3.0% | +3.0% | +0.6% |
| 3M | +31.2% | +2.6% | +28.6% | +30.1% |
| 6M | +3.6% | +2.0% | +1.6% | +2.7% |
| YTD | +5.0% | -13.1% | +18.2% | +7.4% |
| 1Y | +45.9% | -13.8% | +59.7% | +49.2% |
| 3Y | -1.9% | +63.9% | -65.7% | -14.8% |
| 5Y | +26.2% | +42.3% | -16.1% | +11.0% |
| 10Y | +112.1% | +401.2% | -289.1% | +29.3% |
| All | +9,325.1% | +2,105.5% | +7,219.6% | +2,197.8% |
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