+368.4%
ALL vs CBRE
+388.5%
-20.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.6% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +13.8% | +3.1% | +10.8% | +12.5% |
| 3M | -2.8% | -6.4% | +3.6% | -1.3% |
| 6M | +23.7% | -7.9% | +31.5% | +25.6% |
| YTD | +27.3% | -16.2% | +43.4% | +31.7% |
| 1Y | +30.5% | -11.2% | +41.8% | +32.4% |
| 3Y | +113.0% | +83.4% | +29.6% | +64.2% |
| 5Y | +157.6% | +28.4% | +129.1% | +119.9% |
| 10Y | +368.4% | +386.8% | -18.4% | +161.1% |
| All | +368.4% | +388.5% | -20.2% | +161.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling