+367.1%
ALL vs CBRE
+397.1%
-30.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | 0.0% | -2.0% | +2.0% | +0.6% |
| 30D | -1.5% | -2.2% | +0.7% | -1.0% |
| 3M | +23.6% | +12.9% | +10.7% | +18.5% |
| 6M | +22.3% | +4.3% | +18.0% | +19.8% |
| YTD | +26.5% | -8.0% | +34.6% | +27.6% |
| 1Y | +27.0% | -8.6% | +35.6% | +28.1% |
| 3Y | +149.6% | +71.9% | +77.7% | +98.4% |
| 5Y | +118.1% | +50.0% | +68.1% | +77.5% |
| All | +367.1% | +397.1% | -30.0% | +159.4% |
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