+139.8%
CBOE vs CBRE
+43.6%
+96.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -2.4% |
| 7D | -5.8% | -5.0% | -0.8% | -5.4% |
| 30D | -3.1% | -4.7% | +1.5% | -2.8% |
| 3M | -4.8% | +6.5% | -11.3% | -5.5% |
| 6M | -0.6% | +6.1% | -6.6% | -1.5% |
| YTD | +12.8% | -12.6% | +25.4% | +13.8% |
| 1Y | +19.8% | -15.3% | +35.1% | +21.2% |
| 3Y | +86.9% | +64.6% | +22.3% | +70.1% |
| All | +139.8% | +43.6% | +96.3% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling