-30.6%
AR vs CBRE
+500.9%
-531.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -14.3% | +5.2% | -19.4% | -16.4% |
| 30D | +1.4% | +6.2% | -4.8% | -2.1% |
| 3M | +3.4% | -8.1% | +11.5% | +5.7% |
| 6M | -2.1% | -6.6% | +4.6% | -1.5% |
| YTD | +4.7% | -15.7% | +20.4% | +8.2% |
| 1Y | +10.6% | -9.7% | +20.2% | +10.2% |
| 3Y | +24.6% | +80.4% | -55.8% | -14.5% |
| 5Y | +71.9% | +27.0% | +44.9% | +36.8% |
| 10Y | +46.4% | +412.9% | -366.5% | -40.1% |
| All | -30.6% | +500.9% | -531.6% | -70.3% |
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