+6.6%
CBRE vs CAI
-8.1%
+14.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.7% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -4.0% | +9.1% | -13.1% | -5.0% |
| 3M | +8.0% | +53.8% | -45.8% | +2.8% |
| 6M | +4.0% | +33.5% | -29.5% | -0.2% |
| YTD | -11.5% | -8.0% | -3.5% | -12.7% |
| 1Y | -13.0% | -28.7% | +15.7% | -13.2% |
| All | +6.6% | -8.1% | +14.7% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling