+71.8%
CB vs CBRE
+79.1%
-7.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.2% | +5.2% | -4.9% | -0.3% |
| 30D | +9.1% | +6.2% | +2.8% | +8.3% |
| 3M | +3.4% | -8.1% | +11.5% | +4.1% |
| 6M | +14.1% | -6.6% | +20.7% | +14.5% |
| YTD | +18.0% | -15.7% | +33.7% | +19.3% |
| 1Y | +30.1% | -9.7% | +39.8% | +30.3% |
| 3Y | +71.8% | +80.4% | -8.6% | +68.4% |
| All | +71.8% | +79.1% | -7.3% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling