-35.7%
AUR vs CBRE
+62.4%
-98.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | 0.0% |
| 7D | +1.4% | -5.0% | +6.4% | +5.8% |
| 30D | -6.4% | -4.7% | -1.7% | -2.9% |
| 3M | +7.7% | +6.5% | +1.2% | -0.4% |
| 6M | +44.5% | +6.1% | +38.4% | +32.8% |
| YTD | +67.4% | -12.6% | +80.1% | +81.0% |
| 1Y | +15.4% | -15.3% | +30.7% | +28.1% |
| 3Y | +94.8% | +64.6% | +30.2% | +12.9% |
| 5Y | -35.1% | +45.0% | -80.1% | -59.4% |
| All | -35.7% | +62.4% | -98.1% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling