+69.8%
APA vs CBRE
+26.4%
+43.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.9% |
| 7D | -15.5% | +5.2% | -20.7% | -17.3% |
| 30D | +2.4% | +6.2% | -3.8% | -0.5% |
| 3M | +22.8% | -8.1% | +30.9% | +25.0% |
| 6M | +17.9% | -6.6% | +24.6% | +18.3% |
| YTD | +87.7% | -15.7% | +103.4% | +93.2% |
| 1Y | +94.2% | -9.7% | +103.8% | +92.4% |
| 3Y | +27.2% | +80.4% | -53.2% | -15.8% |
| All | +69.8% | +26.4% | +43.5% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling