+72.2%
CBRE vs CAPR
+40.5%
+31.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -2.0% | -2.0% | 0.0% | -2.0% |
| 30D | -2.2% | +139.2% | -141.4% | -3.0% |
| 3M | +12.9% | -66.4% | +79.3% | +13.3% |
| 6M | +4.3% | -63.1% | +67.4% | +4.5% |
| YTD | -8.0% | -67.4% | +59.4% | -7.8% |
| 1Y | -8.6% | +58.2% | -66.8% | -11.7% |
| All | +72.2% | +40.5% | +31.7% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling