+10.8%
CBRE vs CAI
-7.1%
+17.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.0% | -2.2% | +0.2% | -1.8% |
| 30D | -2.2% | +52.4% | -54.6% | -6.7% |
| 3M | +12.9% | +45.1% | -32.2% | +8.1% |
| 6M | +4.3% | +26.2% | -21.9% | +0.7% |
| YTD | -8.0% | -7.1% | -1.0% | -9.4% |
| 1Y | -8.6% | -31.0% | +22.5% | -8.7% |
| All | +10.8% | -7.1% | +17.9% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling