+158.6%
AWK vs CBRE
+379.0%
-220.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.3% |
| 7D | +0.1% | -1.8% | +1.9% | +0.5% |
| 30D | +14.3% | +3.3% | +11.0% | +13.2% |
| 3M | +10.3% | -12.4% | +22.6% | +13.2% |
| 6M | +18.9% | -5.4% | +24.3% | +19.7% |
| YTD | +17.7% | -17.2% | +34.9% | +21.2% |
| 1Y | +16.9% | -13.1% | +29.9% | +18.8% |
| 3Y | +32.2% | +81.6% | -49.4% | +9.1% |
| 5Y | -2.2% | +26.4% | -28.6% | -13.6% |
| All | +158.6% | +379.0% | -220.5% | +68.2% |
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