+29.2%
AWK vs CBRE
+85.6%
-56.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | +1.2% | +1.0% | +0.2% | +1.1% |
| 30D | +15.8% | +5.6% | +10.1% | +14.8% |
| 3M | +11.0% | -6.8% | +17.8% | +11.7% |
| 6M | +21.0% | -5.6% | +26.6% | +21.4% |
| YTD | +16.7% | -14.1% | +30.8% | +18.1% |
| 1Y | +17.2% | -9.5% | +26.6% | +17.6% |
| 3Y | +29.2% | +91.8% | -62.6% | -8.3% |
| All | +29.2% | +85.6% | -56.5% | -8.3% |
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