+3.4%
CBRE vs ADVB
-97.4%
+100.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.6% | +2.0% |
| 7D | +1.0% | -1.2% | +2.2% | +1.0% |
| 30D | +5.6% | -61.4% | +67.0% | +5.7% |
| 3M | -6.8% | -67.8% | +61.1% | -6.7% |
| 6M | -5.6% | -66.9% | +61.3% | -6.0% |
| YTD | -14.1% | -64.9% | +50.8% | -14.9% |
| 1Y | -9.5% | -74.8% | +65.3% | -9.5% |
| All | +3.4% | -97.4% | +100.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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