+806.3%
CAH vs CBRE
+2,001.9%
-1,195.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +3.5% | -1.8% | +5.2% | +3.7% |
| 30D | +13.5% | +3.3% | +10.2% | +12.8% |
| 3M | +21.8% | -12.4% | +34.2% | +24.4% |
| 6M | +51.5% | -5.4% | +56.9% | +52.3% |
| YTD | +38.1% | -17.2% | +55.3% | +41.2% |
| 1Y | +37.7% | -13.1% | +50.8% | +39.6% |
| 3Y | +179.6% | +81.6% | +98.0% | +146.7% |
| 5Y | +504.9% | +26.4% | +478.5% | +460.9% |
| 10Y | +418.6% | +381.6% | +36.9% | +280.2% |
| All | +806.3% | +2,001.9% | -1,195.6% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling