+2,158.9%
CBRE vs A
+1,059.3%
+1,099.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | -0.3% |
| 7D | +1.0% | +4.8% | -3.7% | -2.4% |
| 30D | +5.6% | +5.6% | 0.0% | +1.2% |
| 3M | -6.8% | +23.6% | -30.4% | -21.1% |
| 6M | -5.6% | +56.4% | -61.9% | -35.0% |
| YTD | -14.1% | +33.4% | -47.5% | -33.8% |
| 1Y | -9.5% | +23.7% | -33.2% | -26.2% |
| 3Y | +91.8% | +71.0% | +20.8% | +14.6% |
| 5Y | +30.3% | +16.8% | +13.5% | +0.3% |
| 10Y | +406.9% | +323.8% | +83.1% | +20.0% |
| All | +2,158.9% | +1,059.3% | +1,099.7% | +97.5% |
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