-0.1%
APA vs CBRE
+388.5%
-388.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.9% |
| 7D | -5.5% | -0.5% | -5.0% | -5.6% |
| 30D | -1.2% | +3.1% | -4.2% | -4.8% |
| 3M | +10.6% | -6.4% | +16.9% | +12.4% |
| 6M | +28.4% | -7.9% | +36.3% | +29.0% |
| YTD | +89.7% | -16.2% | +105.9% | +96.6% |
| 1Y | +90.6% | -11.2% | +101.8% | +88.2% |
| 3Y | +36.9% | +83.4% | -46.5% | -29.7% |
| 5Y | +83.2% | +28.4% | +54.8% | +21.7% |
| 10Y | -0.1% | +386.8% | -386.9% | -66.9% |
| All | -0.1% | +388.5% | -388.7% | -66.9% |
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