+1,354.8%
CBOE vs CBRE
+762.2%
+592.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | +6.3% | -1.8% | +8.0% | +6.6% |
| 30D | +24.9% | +3.3% | +21.6% | +23.9% |
| 3M | +28.5% | -12.4% | +40.8% | +31.3% |
| 6M | +2.9% | -5.4% | +8.2% | +3.2% |
| YTD | +50.7% | -17.2% | +67.9% | +54.4% |
| 1Y | +45.5% | -13.1% | +58.6% | +47.5% |
| 3Y | +116.3% | +81.6% | +34.8% | +82.0% |
| 5Y | +204.3% | +26.4% | +177.9% | +173.6% |
| 10Y | +526.3% | +381.6% | +144.7% | +298.1% |
| All | +1,354.8% | +762.2% | +592.6% | +690.6% |
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 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