+207.2%
C vs CBRE
+376.9%
-169.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.8% |
| 7D | +4.7% | -2.8% | +7.5% | +6.5% |
| 30D | +0.2% | +2.2% | -2.0% | -1.6% |
| 3M | -9.3% | -10.1% | +0.7% | -4.4% |
| 6M | -0.8% | -8.0% | +7.2% | +2.2% |
| YTD | +8.5% | -17.6% | +26.1% | +18.4% |
| 1Y | +23.1% | -14.7% | +37.8% | +31.3% |
| 3Y | +220.8% | +80.4% | +140.4% | +102.9% |
| 5Y | +112.4% | +25.9% | +86.5% | +65.0% |
| All | +207.2% | +376.9% | -169.8% | +8.4% |
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