+199.0%
B vs CBRE
+2,039.6%
-1,840.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | +9.6% | +5.2% | +4.4% | +9.0% |
| 30D | +3.5% | +6.2% | -2.7% | +2.8% |
| 3M | -1.6% | -8.1% | +6.5% | -0.7% |
| 6M | -1.7% | -6.6% | +5.0% | -1.0% |
| YTD | -5.3% | -15.7% | +10.4% | -3.8% |
| 1Y | +27.2% | -9.7% | +36.9% | +28.3% |
| 3Y | +166.1% | +80.4% | +85.7% | +147.3% |
| 5Y | +136.5% | +27.0% | +109.5% | +126.1% |
| 10Y | +172.2% | +412.9% | -240.7% | +114.8% |
| All | +199.0% | +2,039.6% | -1,840.6% | +60.6% |
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 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