+1,171.2%
CB vs CBRE
+2,234.5%
-1,063.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +0.5% | -2.0% | +2.5% | +0.9% |
| 30D | -3.1% | -2.2% | -0.9% | -2.8% |
| 3M | +9.0% | +12.9% | -4.0% | +5.7% |
| 6M | +2.9% | +4.3% | -1.5% | +1.3% |
| YTD | +10.1% | -8.0% | +18.2% | +10.9% |
| 1Y | +22.8% | -8.6% | +31.4% | +23.6% |
| 3Y | +73.8% | +71.9% | +1.9% | +48.7% |
| 5Y | +99.2% | +50.0% | +49.2% | +73.5% |
| 10Y | +218.2% | +390.1% | -171.8% | +109.8% |
| All | +1,171.2% | +2,234.5% | -1,063.2% | +419.9% |
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