+386.8%
CBRE vs A
+312.5%
+74.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -1.8% |
| 7D | -0.5% | +1.4% | -1.9% | -1.2% |
| 30D | +3.1% | +4.3% | -1.3% | +0.8% |
| 3M | -6.4% | +19.8% | -26.1% | -15.0% |
| 6M | -7.9% | +54.4% | -62.3% | -28.0% |
| YTD | -16.2% | +31.7% | -47.9% | -28.8% |
| 1Y | -11.2% | +22.4% | -33.7% | -21.6% |
| 3Y | +83.4% | +67.7% | +15.7% | +31.4% |
| 5Y | +28.4% | +15.7% | +12.7% | +10.9% |
| 10Y | +386.8% | +308.7% | +78.1% | +128.2% |
| All | +386.8% | +312.5% | +74.3% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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