+685.3%
AU vs CBRE
+39.8%
+645.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.0% |
| 7D | -7.0% | -7.2% | +0.3% | -5.1% |
| 30D | +7.3% | -6.4% | +13.7% | +9.1% |
| 3M | +33.2% | +2.9% | +30.3% | +31.9% |
| 6M | -0.6% | +2.5% | -3.1% | -1.3% |
| YTD | +26.2% | -14.2% | +40.3% | +29.5% |
| 1Y | +68.3% | -15.1% | +83.4% | +73.1% |
| 3Y | +592.1% | +61.9% | +530.2% | +483.0% |
| 5Y | +685.3% | +42.4% | +642.9% | +531.4% |
| All | +685.3% | +39.8% | +645.5% | +531.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling