+27.3%
CBRE vs CAPR
+172.3%
-145.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +0.5% |
| 7D | -1.8% | +5.9% | -7.7% | -1.9% |
| 30D | +3.3% | +44.6% | -41.3% | +2.8% |
| 3M | -12.4% | +126.4% | -138.7% | -13.4% |
| 6M | -5.4% | -68.6% | +63.2% | -5.0% |
| YTD | -17.2% | -67.0% | +49.8% | -17.1% |
| 1Y | -13.1% | +65.2% | -78.3% | -17.2% |
| 3Y | +81.6% | +235.6% | -154.0% | +55.1% |
| All | +27.3% | +172.3% | -145.0% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling