-9.0%
CBRE vs AS
+8.1%
-17.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.2% | +1.0% |
| 7D | +1.0% | +5.8% | -4.8% | -0.7% |
| 30D | +5.6% | +15.4% | -9.7% | +1.3% |
| 3M | -6.8% | -11.9% | +5.1% | -4.4% |
| 6M | -5.6% | -9.9% | +4.3% | -4.0% |
| YTD | -14.1% | -13.1% | -1.0% | -11.4% |
| All | -9.0% | +8.1% | -17.1% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling