+154.8%
APA vs CBRE
+50.7%
+104.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +0.5% | -2.0% | +2.5% | +1.2% |
| 30D | +23.4% | -2.2% | +25.6% | +23.8% |
| 3M | +12.7% | +12.9% | -0.2% | +5.7% |
| 6M | +39.4% | +4.3% | +35.1% | +33.7% |
| YTD | +79.0% | -8.0% | +87.0% | +79.8% |
| 1Y | +88.8% | -8.6% | +97.4% | +89.5% |
| 3Y | +6.4% | +71.9% | -65.5% | -26.5% |
| All | +154.8% | +50.7% | +104.1% | +83.1% |
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