+402.2%
CAH vs CBRE
+42.7%
+359.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | -2.2% | -1.7% | -0.6% | -2.0% |
| 30D | +1.2% | -3.0% | +4.1% | +1.6% |
| 3M | +13.1% | +2.6% | +10.5% | +12.4% |
| 6M | +8.5% | +2.0% | +6.5% | +7.6% |
| YTD | +17.6% | -13.1% | +30.7% | +19.3% |
| 1Y | +60.7% | -13.8% | +74.5% | +63.1% |
| 3Y | +183.2% | +63.9% | +119.3% | +149.4% |
| 5Y | +402.2% | +42.3% | +359.9% | +343.6% |
| All | +402.2% | +42.7% | +359.5% | +343.6% |
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 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