+695.1%
CAH vs CBRE
+2,234.5%
-1,539.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +5.4% | -2.0% | +7.4% | +5.7% |
| 30D | +3.3% | -2.2% | +5.5% | +3.6% |
| 3M | +22.8% | +12.9% | +9.9% | +20.0% |
| 6M | +11.3% | +4.3% | +7.0% | +10.0% |
| YTD | +21.1% | -8.0% | +29.2% | +21.8% |
| 1Y | +67.2% | -8.6% | +75.8% | +68.2% |
| 3Y | +195.6% | +71.9% | +123.7% | +163.4% |
| 5Y | +413.8% | +50.0% | +363.8% | +363.2% |
| 10Y | +309.6% | +390.1% | -80.5% | +199.0% |
| All | +695.1% | +2,234.5% | -1,539.4% | +225.8% |
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