+883.5%
ALL vs CBRE
+2,234.5%
-1,351.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | 0.0% | -2.0% | +2.0% | +0.5% |
| 30D | -1.5% | -2.2% | +0.7% | -1.1% |
| 3M | +23.6% | +12.9% | +10.7% | +19.0% |
| 6M | +22.3% | +4.3% | +18.0% | +20.0% |
| YTD | +26.5% | -8.0% | +34.6% | +27.5% |
| 1Y | +27.0% | -8.6% | +35.6% | +28.0% |
| 3Y | +149.6% | +71.9% | +77.7% | +106.5% |
| 5Y | +118.1% | +50.0% | +68.1% | +84.3% |
| 10Y | +369.0% | +390.1% | -21.1% | +173.8% |
| All | +883.5% | +2,234.5% | -1,351.0% | +201.6% |
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 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