+406.9%
CBRE vs CASY
+551.3%
-144.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +1.0% | +3.6% | -2.5% | -0.1% |
| 30D | +5.6% | +7.2% | -1.6% | +3.1% |
| 3M | -6.8% | -16.9% | +10.2% | -1.7% |
| 6M | -5.6% | -19.3% | +13.8% | -0.8% |
| YTD | -14.1% | +25.6% | -39.7% | -24.6% |
| 1Y | -9.5% | +30.2% | -39.6% | -21.8% |
| 3Y | +91.8% | +154.9% | -63.1% | +21.9% |
| 5Y | +30.3% | +252.1% | -221.8% | -30.0% |
| 10Y | +406.9% | +535.8% | -129.0% | +117.2% |
| All | +406.9% | +551.3% | -144.5% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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