+313.2%
APP vs CBRE
+27.5%
+285.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -1.4% |
| 7D | +61.1% | -0.5% | +61.6% | +60.9% |
| 30D | +42.8% | +3.1% | +39.7% | +37.0% |
| 3M | +16.7% | -6.4% | +23.0% | +20.8% |
| 6M | -15.6% | -7.9% | -7.7% | -12.3% |
| YTD | -41.3% | -16.2% | -25.1% | -33.7% |
| 1Y | -39.3% | -11.2% | -28.1% | -35.5% |
| 3Y | +803.2% | +83.4% | +719.8% | +330.6% |
| 5Y | +313.2% | +28.4% | +284.7% | +163.7% |
| All | +313.2% | +27.5% | +285.7% | +163.7% |
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