+2,103.7%
CBRE vs A
+1,044.5%
+1,059.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -1.5% |
| 7D | -0.5% | +1.4% | -1.9% | -1.5% |
| 30D | +3.1% | +4.3% | -1.3% | -0.3% |
| 3M | -6.4% | +19.8% | -26.1% | -18.9% |
| 6M | -7.9% | +54.4% | -62.3% | -36.0% |
| YTD | -16.2% | +31.7% | -47.9% | -34.8% |
| 1Y | -11.2% | +22.4% | -33.7% | -27.1% |
| 3Y | +83.4% | +67.7% | +15.7% | +11.2% |
| 5Y | +28.4% | +15.7% | +12.7% | -0.4% |
| 10Y | +386.8% | +308.7% | +78.1% | +18.8% |
| All | +2,103.7% | +1,044.5% | +1,059.1% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling