+292.6%
APP vs CBRE
+26.4%
+266.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.4% |
| 7D | +71.2% | +5.2% | +66.0% | +62.0% |
| 30D | +39.1% | +6.2% | +32.8% | +29.6% |
| 3M | +16.5% | -8.1% | +24.6% | +22.7% |
| 6M | -16.6% | -6.6% | -9.9% | -14.4% |
| YTD | -41.9% | -15.7% | -26.2% | -34.7% |
| 1Y | -37.0% | -9.7% | -27.4% | -34.3% |
| 3Y | +892.4% | +80.4% | +812.0% | +381.5% |
| All | +292.6% | +26.4% | +266.3% | +151.4% |
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