-9.7%
CBRE vs ADVB
-77.7%
+68.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -0.6% |
| 7D | +5.2% | -13.9% | +19.1% | +5.0% |
| 30D | +6.2% | -68.1% | +74.3% | +5.0% |
| 3M | -8.1% | -73.4% | +65.3% | -9.2% |
| 6M | -6.6% | -70.8% | +64.1% | -7.1% |
| YTD | -15.7% | -66.1% | +50.4% | -15.7% |
| 1Y | -9.7% | -77.5% | +67.8% | -7.8% |
| All | -9.7% | -77.7% | +68.0% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling