+385.0%
CBRE vs CAPR
-77.1%
+462.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.2% | -3.7% |
| 7D | -1.5% | -9.5% | +8.0% | -1.4% |
| 30D | -4.0% | +121.5% | -125.5% | -5.6% |
| 3M | +8.0% | -65.4% | +73.4% | +8.6% |
| 6M | +4.0% | -67.5% | +71.5% | +4.6% |
| YTD | -11.5% | -68.6% | +57.1% | -11.0% |
| 1Y | -13.0% | +42.7% | -55.7% | -18.6% |
| 3Y | +66.9% | +43.4% | +23.5% | +50.7% |
| 5Y | +45.0% | +86.0% | -41.0% | +28.3% |
| 10Y | +385.0% | -77.4% | +462.4% | +313.2% |
| All | +385.0% | -77.1% | +462.2% | +313.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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