+287.5%
CAH vs CBRE
+407.4%
-120.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | -5.1% | -5.0% | -0.1% | -3.8% |
| 30D | +0.2% | -4.7% | +4.8% | +1.3% |
| 3M | +6.3% | +6.5% | -0.2% | +4.0% |
| 6M | +9.4% | +6.1% | +3.3% | +6.7% |
| YTD | +15.0% | -12.6% | +27.6% | +17.6% |
| 1Y | +55.4% | -15.3% | +70.8% | +60.1% |
| 3Y | +173.8% | +64.6% | +109.2% | +123.7% |
| 5Y | +395.2% | +45.0% | +350.2% | +311.9% |
| All | +287.5% | +407.4% | -120.0% | +110.5% |
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