+401.2%
CBRE vs A
+236.6%
+164.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.1% |
| 7D | -1.7% | -4.4% | +2.7% | +0.6% |
| 30D | -3.0% | -2.7% | -0.3% | -1.7% |
| 3M | +2.6% | +7.0% | -4.4% | -1.4% |
| 6M | +2.0% | +24.6% | -22.6% | -11.0% |
| YTD | -13.1% | +7.0% | -20.1% | -17.7% |
| 1Y | -13.8% | +15.6% | -29.4% | -22.1% |
| 3Y | +63.9% | +29.9% | +33.9% | +34.2% |
| 5Y | +42.3% | -15.4% | +57.7% | +45.4% |
| 10Y | +401.2% | +248.9% | +152.3% | +131.9% |
| All | +401.2% | +236.6% | +164.6% | +131.9% |
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