+9.7%
AWK vs CBRE
+67.4%
-57.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.3% |
| 7D | +2.2% | -1.5% | +3.7% | +2.4% |
| 30D | +4.4% | -4.0% | +8.4% | +5.0% |
| 3M | +15.4% | +8.0% | +7.4% | +14.0% |
| 6M | +3.5% | +4.0% | -0.5% | +2.6% |
| YTD | +9.8% | -11.5% | +21.3% | +11.2% |
| 1Y | +3.0% | -13.0% | +16.0% | +4.5% |
| 3Y | +9.7% | +66.9% | -57.2% | -19.6% |
| All | +9.7% | +67.4% | -57.8% | -19.6% |
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