-2.9%
TSLA vs CBRE
-13.6%
+10.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -1.9% |
| 7D | +8.9% | -1.8% | +10.7% | +9.3% |
| 30D | +6.3% | +3.3% | +3.0% | +5.9% |
| 3M | +14.8% | -12.4% | +27.1% | +17.2% |
| 6M | -12.4% | -5.4% | -7.0% | -11.4% |
| YTD | -13.2% | -17.2% | +4.0% | -11.9% |
| 1Y | -2.9% | -13.1% | +10.2% | -2.4% |
| All | -2.9% | -13.6% | +10.6% | -2.4% |
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