+208.1%
C vs CBRE
+79.1%
+129.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -2.4% | +5.2% | -7.6% | -4.5% |
| 30D | -6.0% | +6.2% | -12.2% | -8.6% |
| 3M | -10.5% | -8.1% | -2.5% | -7.8% |
| 6M | -5.7% | -6.6% | +0.9% | -3.9% |
| YTD | +4.1% | -15.7% | +19.9% | +10.5% |
| 1Y | +20.5% | -9.7% | +30.1% | +23.7% |
| 3Y | +208.1% | +80.4% | +127.7% | +128.6% |
| All | +208.1% | +79.1% | +129.0% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling