+91.8%
AUR vs CBRE
+61.2%
+30.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.6% |
| 7D | +0.2% | -7.2% | +7.4% | +6.4% |
| 30D | -8.9% | -6.4% | -2.5% | -4.2% |
| 3M | +4.6% | +2.9% | +1.7% | -0.1% |
| 6M | +44.9% | +2.5% | +42.3% | +37.3% |
| YTD | +64.8% | -14.2% | +79.0% | +81.2% |
| 1Y | +16.4% | -15.1% | +31.5% | +28.7% |
| All | +91.8% | +61.2% | +30.6% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling