+208.8%
C vs CBRE
+388.5%
-179.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +1.7% |
| 7D | -0.4% | -0.5% | +0.2% | 0.0% |
| 30D | -5.2% | +3.1% | -8.2% | -7.3% |
| 3M | -9.1% | -6.4% | -2.7% | -6.5% |
| 6M | -1.6% | -7.9% | +6.3% | +1.4% |
| YTD | +6.9% | -16.2% | +23.1% | +15.5% |
| 1Y | +23.0% | -11.2% | +34.2% | +27.9% |
| 3Y | +216.1% | +83.4% | +132.7% | +97.9% |
| 5Y | +112.2% | +28.4% | +83.8% | +62.8% |
| 10Y | +208.8% | +386.8% | -178.0% | +4.2% |
| All | +208.8% | +388.5% | -179.8% | +4.2% |
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