+333.0%
APP vs CBRE
+50.7%
+282.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.8% |
| 7D | +0.9% | -2.0% | +2.9% | +2.3% |
| 30D | -23.3% | -2.2% | -21.1% | -22.0% |
| 3M | -42.6% | +12.9% | -55.5% | -49.3% |
| 6M | -33.6% | +4.3% | -37.9% | -37.5% |
| YTD | -52.4% | -8.0% | -44.4% | -49.8% |
| 1Y | -35.9% | -8.6% | -27.3% | -32.7% |
| 3Y | +642.2% | +71.9% | +570.3% | +299.9% |
| All | +333.0% | +50.7% | +282.2% | +156.6% |
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