+41.8%
AR vs CBRE
+378.3%
-336.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +2.9% | +0.9% |
| 7D | -1.8% | -1.5% | -0.3% | -1.2% |
| 30D | +12.6% | -4.0% | +16.6% | +14.2% |
| 3M | +10.0% | +8.0% | +2.0% | +4.8% |
| 6M | +0.6% | +4.0% | -3.3% | -3.4% |
| YTD | +13.4% | -11.5% | +24.9% | +16.0% |
| 1Y | +21.7% | -13.0% | +34.7% | +24.9% |
| 3Y | +45.8% | +66.9% | -21.1% | +3.0% |
| 5Y | +144.3% | +45.0% | +99.2% | +80.9% |
| 10Y | +41.8% | +385.0% | -343.2% | -38.4% |
| All | +41.8% | +378.3% | -336.5% | -38.4% |
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 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