+27.8%
CBRE vs CAPR
+142.6%
-114.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -0.7% |
| 7D | +5.2% | +41.1% | -35.9% | +4.7% |
| 30D | +6.2% | +11.1% | -4.9% | +6.1% |
| 3M | -8.1% | +115.3% | -123.4% | -9.1% |
| 6M | -6.6% | -73.8% | +67.2% | -6.1% |
| YTD | -15.7% | -68.8% | +53.1% | -15.5% |
| 1Y | -9.7% | +43.3% | -53.0% | -13.6% |
| 3Y | +80.4% | +214.7% | -134.3% | +54.2% |
| All | +27.8% | +142.6% | -114.8% | +8.1% |
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