+969.7%
AWK vs CBRE
+563.0%
+406.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +1.7% | -2.0% | +3.7% | +2.0% |
| 30D | +5.6% | -2.2% | +7.8% | +5.8% |
| 3M | +15.9% | +12.9% | +3.0% | +14.0% |
| 6M | +4.6% | +4.3% | +0.3% | +3.8% |
| YTD | +10.1% | -8.0% | +18.1% | +10.6% |
| 1Y | +2.1% | -8.6% | +10.7% | +2.6% |
| 3Y | +9.8% | +71.9% | -62.0% | +1.2% |
| 5Y | -15.4% | +50.0% | -65.4% | -21.3% |
| 10Y | +129.4% | +390.1% | -260.7% | +83.7% |
| All | +969.7% | +563.0% | +406.7% | +608.9% |
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