+218.3%
C vs CBRE
+387.8%
-169.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.7% |
| 7D | -0.4% | -4.6% | +4.2% | +2.5% |
| 30D | -5.3% | +3.0% | -8.3% | -7.4% |
| 3M | -8.0% | -8.7% | +0.7% | -3.9% |
| 6M | -0.3% | -7.9% | +7.6% | +2.7% |
| YTD | +8.6% | -16.3% | +24.9% | +17.4% |
| 1Y | +25.8% | -13.1% | +38.9% | +32.7% |
| 3Y | +221.2% | +83.1% | +138.0% | +101.3% |
| 5Y | +113.6% | +27.7% | +85.8% | +64.4% |
| 10Y | +218.3% | +386.9% | -168.6% | +7.7% |
| All | +218.3% | +387.8% | -169.5% | +7.7% |
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