-25.0%
TEVA vs CBRE
+407.4%
-432.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.3% |
| 7D | +2.0% | -5.0% | +7.0% | +4.1% |
| 30D | +1.0% | -4.7% | +5.6% | +2.6% |
| 3M | +7.3% | +6.5% | +0.8% | +3.7% |
| 6M | +21.7% | +6.1% | +15.7% | +17.3% |
| YTD | +18.8% | -12.6% | +31.5% | +22.8% |
| 1Y | +86.5% | -15.3% | +101.8% | +94.6% |
| 3Y | +269.4% | +64.6% | +204.8% | +175.6% |
| 5Y | +303.6% | +45.0% | +258.6% | +211.9% |
| All | -25.0% | +407.4% | -432.4% | -65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling