+81.7%
AA vs CBRE
+73.2%
+8.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -0.7% | -2.0% | +1.3% | +0.2% |
| 30D | +5.0% | -2.2% | +7.2% | +5.7% |
| 3M | -35.8% | +12.9% | -48.7% | -40.5% |
| 6M | -18.4% | +4.3% | -22.7% | -21.5% |
| YTD | -5.5% | -8.0% | +2.6% | -4.0% |
| 1Y | +61.0% | -8.6% | +69.5% | +63.9% |
| All | +81.7% | +73.2% | +8.5% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling