+2,317.2%
CBRE vs A
+869.2%
+1,447.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.0% |
| 7D | -2.0% | -1.9% | 0.0% | -0.6% |
| 30D | -2.2% | +6.9% | -9.1% | -7.3% |
| 3M | +12.9% | +9.2% | +3.7% | +4.6% |
| 6M | +4.3% | +25.7% | -21.4% | -15.4% |
| YTD | -8.0% | +11.5% | -19.6% | -18.5% |
| 1Y | -8.6% | +18.4% | -26.9% | -23.3% |
| 3Y | +71.9% | +26.6% | +45.3% | +29.4% |
| 5Y | +50.0% | -12.8% | +62.8% | +45.0% |
| 10Y | +390.1% | +247.2% | +142.9% | +35.6% |
| All | +2,317.2% | +869.2% | +1,447.9% | +143.0% |
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