-13.2%
AA vs CBRE
+2,234.5%
-2,247.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.7% | -2.0% | +1.3% | 0.0% |
| 30D | +5.0% | -2.2% | +7.2% | +5.6% |
| 3M | -35.8% | +12.9% | -48.7% | -39.4% |
| 6M | -18.4% | +4.3% | -22.7% | -20.9% |
| YTD | -5.5% | -8.0% | +2.6% | -4.5% |
| 1Y | +61.0% | -8.6% | +69.5% | +63.0% |
| 3Y | +66.2% | +71.9% | -5.7% | +30.7% |
| 5Y | +11.4% | +50.0% | -38.6% | -7.0% |
| 10Y | +116.9% | +390.1% | -273.2% | +18.7% |
| All | -13.2% | +2,234.5% | -2,247.6% | -73.3% |
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 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