+57.2%
CBRE vs AS
+134.9%
-77.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +5.2% | +6.9% | -1.8% | +3.7% |
| 30D | +6.2% | +16.0% | -9.8% | +2.9% |
| 3M | -8.1% | -12.8% | +4.8% | -5.6% |
| 6M | -6.6% | -15.4% | +8.7% | -3.8% |
| YTD | -15.7% | -15.7% | 0.0% | -13.3% |
| 1Y | -9.7% | +6.1% | -15.7% | -11.4% |
| All | +57.2% | +134.9% | -77.6% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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