+347.9%
AU vs CBRE
+2,234.5%
-1,886.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -3.6% | -2.0% | -1.7% | -3.3% |
| 30D | +23.9% | -2.2% | +26.1% | +24.3% |
| 3M | +19.1% | +12.9% | +6.2% | +16.6% |
| 6M | -0.2% | +4.3% | -4.5% | -0.9% |
| YTD | +32.5% | -8.0% | +40.5% | +33.6% |
| 1Y | +96.9% | -8.6% | +105.5% | +98.9% |
| 3Y | +614.7% | +71.9% | +542.9% | +546.6% |
| 5Y | +647.7% | +50.0% | +597.7% | +583.3% |
| 10Y | +679.2% | +390.1% | +289.2% | +451.9% |
| All | +347.9% | +2,234.5% | -1,886.6% | +96.7% |
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