-24.2%
AR vs CBRE
+555.7%
-579.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +2.5% | -2.0% | +4.5% | +3.3% |
| 30D | +14.8% | -2.2% | +17.0% | +15.4% |
| 3M | +6.2% | +12.9% | -6.7% | -0.6% |
| 6M | +4.3% | +4.3% | 0.0% | +0.2% |
| YTD | +14.4% | -8.0% | +22.4% | +14.9% |
| 1Y | +21.3% | -8.6% | +29.9% | +21.7% |
| 3Y | +39.8% | +71.9% | -32.1% | -0.5% |
| 5Y | +142.1% | +50.0% | +92.1% | +80.1% |
| 10Y | +52.0% | +390.1% | -338.0% | -36.7% |
| All | -24.2% | +555.7% | -579.9% | -68.4% |
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 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