+3,125.8%
TSLA vs CBRE
+379.0%
+2,746.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.0% |
| 7D | +8.9% | -1.8% | +10.7% | +9.9% |
| 30D | +6.3% | +3.3% | +3.0% | +4.0% |
| 3M | +14.8% | -12.4% | +27.1% | +21.8% |
| 6M | -12.4% | -5.4% | -7.0% | -11.6% |
| YTD | -13.2% | -17.2% | +4.0% | -7.5% |
| 1Y | -2.9% | -13.1% | +10.2% | +0.6% |
| 3Y | +74.4% | +81.6% | -7.1% | +22.7% |
| 5Y | +13.3% | +26.4% | -13.2% | -6.2% |
| All | +3,125.8% | +379.0% | +2,746.8% | +1,513.3% |
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