-13.0%
CBRE vs A
+16.1%
-29.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -3.1% |
| 7D | -1.5% | -2.1% | +0.5% | -1.0% |
| 30D | -4.0% | +0.6% | -4.6% | -4.3% |
| 3M | +8.0% | +10.9% | -2.9% | +5.1% |
| 6M | +4.0% | +28.2% | -24.2% | -3.4% |
| YTD | -11.5% | +8.6% | -20.1% | -12.0% |
| 1Y | -13.0% | +15.5% | -28.5% | -12.6% |
| All | -13.0% | +16.1% | -29.1% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling