+762.6%
WMT vs CBRE
+2,234.5%
-1,471.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +3.9% | -2.0% | +5.9% | +4.1% |
| 30D | -4.4% | -2.2% | -2.2% | -4.2% |
| 3M | -8.8% | +12.9% | -21.7% | -10.0% |
| 6M | -15.6% | +4.3% | -19.9% | -16.2% |
| YTD | -3.2% | -8.0% | +4.8% | -2.9% |
| 1Y | +7.0% | -8.6% | +15.6% | +7.4% |
| 3Y | +105.3% | +71.9% | +33.4% | +92.0% |
| 5Y | +129.3% | +50.0% | +79.2% | +115.7% |
| 10Y | +423.9% | +390.1% | +33.9% | +329.1% |
| All | +762.6% | +2,234.5% | -1,471.9% | +462.7% |
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