+861.6%
ALL vs CBRE
+2,081.6%
-1,220.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.9% |
| 7D | -3.9% | +1.0% | -4.9% | -4.1% |
| 30D | +10.6% | +5.6% | +5.0% | +8.8% |
| 3M | -4.6% | -6.8% | +2.2% | -3.1% |
| 6M | +20.2% | -5.6% | +25.8% | +21.1% |
| YTD | +23.7% | -14.1% | +37.8% | +26.7% |
| 1Y | +27.9% | -9.5% | +37.4% | +29.1% |
| 3Y | +109.2% | +91.8% | +17.4% | +67.7% |
| 5Y | +148.0% | +30.3% | +117.7% | +117.6% |
| 10Y | +363.8% | +406.9% | -43.1% | +168.4% |
| All | +861.6% | +2,081.6% | -1,220.0% | +199.8% |
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