-36.1%
AUR vs CBRE
+39.8%
-75.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.5% |
| 7D | +0.2% | -7.2% | +7.4% | +7.0% |
| 30D | -8.9% | -6.4% | -2.5% | -3.8% |
| 3M | +4.6% | +2.9% | +1.7% | -0.5% |
| 6M | +44.9% | +2.5% | +42.3% | +36.8% |
| YTD | +64.8% | -14.2% | +79.0% | +81.5% |
| 1Y | +16.4% | -15.1% | +31.5% | +29.0% |
| 3Y | +85.1% | +61.9% | +23.2% | +4.3% |
| 5Y | -36.1% | +42.4% | -78.5% | -59.1% |
| All | -36.1% | +39.8% | -75.9% | -59.1% |
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 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