-35.0%
AUR vs CBRE
+61.5%
-96.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +1.4% |
| 7D | +11.1% | -1.7% | +12.8% | +12.6% |
| 30D | -6.9% | -3.0% | -3.9% | -5.0% |
| 3M | +5.5% | +2.6% | +2.9% | +0.9% |
| 6M | +41.0% | +2.0% | +39.0% | +34.4% |
| YTD | +69.3% | -13.1% | +82.4% | +83.9% |
| 1Y | +14.0% | -13.8% | +27.9% | +24.3% |
| 3Y | +90.1% | +63.9% | +26.2% | +10.5% |
| 5Y | -34.4% | +42.3% | -76.7% | -58.8% |
| All | -35.0% | +61.5% | -96.5% | -59.0% |
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