+369.4%
CBOE vs CBRE
+398.3%
-29.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -3.7% | -7.2% | +3.5% | -2.2% |
| 30D | +2.0% | -6.4% | +8.4% | +3.2% |
| 3M | -4.2% | +2.9% | -7.2% | -5.2% |
| 6M | +1.2% | +2.5% | -1.3% | 0.0% |
| YTD | +15.4% | -14.2% | +29.6% | +17.8% |
| 1Y | +23.5% | -15.1% | +38.6% | +26.3% |
| 3Y | +93.2% | +61.9% | +31.3% | +64.5% |
| 5Y | +142.0% | +42.4% | +99.6% | +109.2% |
| All | +369.4% | +398.3% | -29.0% | +172.6% |
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 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