+71.4%
CB vs CBRE
+86.2%
-14.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.8% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +8.2% | +3.1% | +5.1% | +7.7% |
| 3M | +6.3% | -6.4% | +12.7% | +6.8% |
| 6M | +16.2% | -7.9% | +24.1% | +16.7% |
| YTD | +19.3% | -16.2% | +35.5% | +20.6% |
| 1Y | +29.2% | -11.2% | +40.4% | +29.6% |
| 3Y | +71.4% | +83.4% | -12.0% | +72.6% |
| All | +71.4% | +86.2% | -14.7% | +72.6% |
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 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