+1,287.2%
CB vs CBRE
+2,052.9%
-765.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.1% |
| 7D | +2.6% | +6.0% | -3.5% | +1.2% |
| 30D | +11.2% | +4.4% | +6.8% | +10.0% |
| 3M | +5.7% | -9.8% | +15.5% | +7.8% |
| 6M | +15.9% | -4.4% | +20.3% | +16.3% |
| YTD | +20.2% | -15.2% | +35.4% | +23.0% |
| 1Y | +32.4% | -9.1% | +41.5% | +33.3% |
| 3Y | +75.5% | +79.4% | -3.9% | +48.6% |
| 5Y | +105.5% | +27.8% | +77.7% | +85.3% |
| 10Y | +258.5% | +416.1% | -157.6% | +134.1% |
| All | +1,287.2% | +2,052.9% | -765.7% | +476.5% |
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