-13.1%
CBRE vs CAI
-6.2%
-6.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.3% | +0.8% |
| 7D | -1.8% | -8.7% | +6.9% | -0.8% |
| 30D | +3.3% | -23.8% | +27.1% | +5.8% |
| 3M | -12.4% | +3.9% | -16.2% | -13.7% |
| 6M | -5.4% | +56.8% | -62.2% | -12.3% |
| YTD | -17.2% | -14.6% | -2.6% | -18.3% |
| 1Y | -13.1% | -5.2% | -7.9% | -15.0% |
| All | -13.1% | -6.2% | -6.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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