+136.1%
AWK vs CBRE
+381.8%
-245.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | +4.3% | -3.0% | +7.3% | +4.9% |
| 3M | +12.5% | +2.6% | +9.9% | +11.6% |
| 6M | +3.3% | +2.0% | +1.3% | +2.3% |
| YTD | +9.8% | -13.1% | +22.9% | +12.1% |
| 1Y | +2.9% | -13.8% | +16.7% | +5.1% |
| 3Y | +9.6% | +63.9% | -54.3% | -6.7% |
| 5Y | -16.7% | +42.3% | -59.0% | -28.1% |
| 10Y | +136.1% | +401.2% | -265.1% | +54.5% |
| All | +136.1% | +381.8% | -245.7% | +54.5% |
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