+310.7%
CBRE vs CAPR
-99.1%
+409.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +12.9% | -66.4% | +79.3% | +13.2% |
| 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% | -11.4% |
| 3Y | +71.9% | +42.2% | +29.7% | +64.8% |
| 5Y | +50.0% | +87.3% | -37.2% | +42.9% |
| 10Y | +390.1% | -75.3% | +465.3% | +356.2% |
| All | +310.7% | -99.1% | +409.8% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling