+157.4%
ALL vs CBRE
+72.5%
+84.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | 0.0% | -2.0% | +2.0% | +0.3% |
| 30D | -1.5% | -2.2% | +0.7% | -1.3% |
| 3M | +23.6% | +12.9% | +10.7% | +21.3% |
| 6M | +22.3% | +4.3% | +18.0% | +21.2% |
| YTD | +26.5% | -8.0% | +34.6% | +27.1% |
| 1Y | +27.0% | -8.6% | +35.6% | +27.5% |
| All | +157.4% | +72.5% | +84.8% | +141.6% |
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