+222.7%
B vs CBRE
+387.8%
-165.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.7% | -4.6% | +2.0% | -2.2% |
| 30D | -4.3% | +3.0% | -7.3% | -4.6% |
| 3M | -2.3% | -8.7% | +6.4% | -1.5% |
| 6M | -16.2% | -7.9% | -8.3% | -15.7% |
| YTD | -8.8% | -16.3% | +7.5% | -7.8% |
| 1Y | +11.4% | -13.1% | +24.5% | +12.4% |
| 3Y | +174.3% | +83.1% | +91.2% | +164.4% |
| 5Y | +116.2% | +27.7% | +88.4% | +107.2% |
| 10Y | +222.7% | +386.9% | -164.2% | +226.2% |
| All | +222.7% | +387.8% | -165.0% | +226.2% |
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