+54.3%
AR vs CBRE
+379.0%
-324.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +7.4% | -1.8% | +9.1% | +8.1% |
| 30D | +5.8% | +3.3% | +2.5% | +3.2% |
| 3M | +5.2% | -12.4% | +17.6% | +10.2% |
| 6M | +5.4% | -5.4% | +10.8% | +5.2% |
| YTD | +12.4% | -17.2% | +29.6% | +17.2% |
| 1Y | +12.8% | -13.1% | +25.9% | +14.4% |
| 3Y | +47.2% | +81.6% | -34.4% | -2.5% |
| 5Y | +101.1% | +26.4% | +74.7% | +57.1% |
| All | +54.3% | +379.0% | -324.7% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling