+130.7%
C vs CBRE
+50.7%
+79.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +3.6% | -2.0% | +5.6% | +4.6% |
| 30D | +0.1% | -2.2% | +2.2% | +0.8% |
| 3M | +2.4% | +12.9% | -10.5% | -4.4% |
| 6M | +24.9% | +4.3% | +20.6% | +21.0% |
| YTD | +19.8% | -8.0% | +27.9% | +23.0% |
| 1Y | +44.9% | -8.6% | +53.4% | +48.7% |
| 3Y | +263.0% | +71.9% | +191.1% | +160.2% |
| All | +130.7% | +50.7% | +79.9% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling