+43.7%
TEVA vs CBRE
+2,105.5%
-2,061.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.5% |
| 7D | -1.7% | -1.7% | 0.0% | -1.5% |
| 30D | +2.0% | -3.0% | +4.9% | +2.3% |
| 3M | +7.0% | +2.6% | +4.3% | +6.3% |
| 6M | +17.0% | +2.0% | +15.0% | +16.2% |
| YTD | +18.1% | -13.1% | +31.2% | +19.9% |
| 1Y | +87.2% | -13.8% | +101.1% | +90.1% |
| 3Y | +283.1% | +63.9% | +219.2% | +249.2% |
| 5Y | +298.4% | +42.3% | +256.1% | +269.6% |
| 10Y | -23.4% | +401.2% | -424.6% | -39.8% |
| All | +43.7% | +2,105.5% | -2,061.7% | -9.5% |
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 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