+500.0%
APP vs CBRE
+66.7%
+433.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.4% |
| 7D | +71.2% | +5.2% | +66.0% | +62.5% |
| 30D | +39.1% | +6.2% | +32.8% | +30.2% |
| 3M | +16.5% | -8.1% | +24.6% | +22.4% |
| 6M | -16.6% | -6.6% | -9.9% | -14.4% |
| YTD | -41.9% | -15.7% | -26.2% | -35.1% |
| 1Y | -37.0% | -9.7% | -27.4% | -34.2% |
| 3Y | +892.4% | +80.4% | +812.0% | +427.2% |
| 5Y | +297.3% | +27.0% | +270.3% | +151.9% |
| All | +500.0% | +66.7% | +433.4% | +289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling