+86.5%
TEVA vs CBRE
-14.0%
+100.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.9% |
| 7D | +2.0% | -5.0% | +7.0% | +2.4% |
| 30D | +1.0% | -4.7% | +5.6% | +1.4% |
| 3M | +7.3% | +6.5% | +0.8% | +6.8% |
| 6M | +21.7% | +6.1% | +15.7% | +21.0% |
| YTD | +18.8% | -12.6% | +31.5% | +18.6% |
| 1Y | +86.5% | -15.3% | +101.8% | +86.5% |
| All | +86.5% | -14.0% | +100.5% | +86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling