+220.1%
C vs CBRE
+421.6%
-201.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.3% |
| 7D | -0.9% | +1.0% | -2.0% | -1.5% |
| 30D | -5.4% | +5.6% | -11.0% | -8.9% |
| 3M | -9.2% | -6.8% | -2.4% | -6.3% |
| 6M | -1.8% | -5.6% | +3.8% | -0.3% |
| YTD | +6.7% | -14.1% | +20.8% | +13.6% |
| 1Y | +23.5% | -9.5% | +33.0% | +27.1% |
| 3Y | +219.8% | +91.8% | +128.0% | +94.7% |
| 5Y | +112.4% | +30.3% | +82.1% | +61.6% |
| 10Y | +220.1% | +406.9% | -186.8% | +4.6% |
| All | +220.1% | +421.6% | -201.5% | +4.6% |
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 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