+61.0%
AA vs CBRE
-7.7%
+68.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -0.7% | -2.0% | +1.3% | -0.4% |
| 30D | +5.0% | -2.2% | +7.2% | +5.2% |
| 3M | -35.8% | +12.9% | -48.7% | -37.3% |
| 6M | -18.4% | +4.3% | -22.7% | -18.8% |
| YTD | -5.5% | -8.0% | +2.6% | -6.1% |
| 1Y | +61.0% | -8.6% | +69.5% | +60.1% |
| All | +61.0% | -7.7% | +68.6% | +60.1% |
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