+2.0%
CBRE vs ADVB
-97.6%
+99.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.5% | +6.2% | -3.4% |
| 7D | +6.0% | -28.0% | +34.1% | +6.0% |
| 30D | +4.4% | -70.2% | +74.6% | +4.4% |
| 3M | -9.8% | -76.1% | +66.3% | -9.7% |
| 6M | -4.4% | -72.3% | +67.9% | -4.7% |
| YTD | -15.2% | -67.5% | +52.3% | -16.0% |
| 1Y | -9.1% | -78.6% | +69.4% | -8.9% |
| All | +2.0% | -97.6% | +99.6% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling