-26.5%
AR vs CBRE
+496.8%
-523.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +2.1% | -4.6% | +6.7% | +4.2% |
| 30D | +4.5% | +3.0% | +1.6% | +2.3% |
| 3M | +1.0% | -8.7% | +9.7% | +3.7% |
| 6M | +4.4% | -7.9% | +12.3% | +5.6% |
| YTD | +10.9% | -16.3% | +27.2% | +14.9% |
| 1Y | +8.6% | -13.1% | +21.7% | +10.2% |
| 3Y | +48.5% | +83.1% | -34.6% | +1.1% |
| 5Y | +95.7% | +27.7% | +68.0% | +55.2% |
| 10Y | +55.5% | +386.9% | -331.5% | -35.2% |
| All | -26.5% | +496.8% | -523.3% | -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