+641.7%
BE vs CBRE
+173.9%
+467.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -1.9% | -2.5% |
| 7D | -13.4% | -0.5% | -12.8% | -12.8% |
| 30D | -33.9% | +3.1% | -36.9% | -35.5% |
| 3M | -12.0% | -6.4% | -5.6% | -8.5% |
| 6M | -29.0% | -7.9% | -21.1% | -27.2% |
| YTD | +113.4% | -16.2% | +129.6% | +128.8% |
| 1Y | +33.2% | -11.2% | +44.4% | +36.3% |
| 3Y | +1,659.2% | +83.4% | +1,575.8% | +847.5% |
| 5Y | +461.4% | +28.4% | +432.9% | +306.9% |
| All | +641.7% | +173.9% | +467.8% | +144.0% |
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