+251.7%
CB vs CBRE
+379.0%
-127.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | +2.9% | -1.8% | +4.7% | +3.5% |
| 30D | +7.3% | +3.3% | +4.0% | +5.9% |
| 3M | +9.4% | -12.4% | +21.8% | +13.6% |
| 6M | +19.6% | -5.4% | +25.0% | +20.5% |
| YTD | +21.5% | -17.2% | +38.7% | +26.5% |
| 1Y | +28.0% | -13.1% | +41.1% | +30.8% |
| 3Y | +74.9% | +81.6% | -6.7% | +30.6% |
| 5Y | +108.1% | +26.4% | +81.7% | +75.2% |
| All | +251.7% | +379.0% | -127.4% | +90.0% |
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