+72.2%
CBRE vs CASY
+215.7%
-143.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.2% | -11.3% | +9.2% | -0.8% |
| 3M | +12.9% | -0.6% | +13.6% | +11.7% |
| 6M | +4.3% | +10.7% | -6.4% | +0.5% |
| YTD | -8.0% | +37.1% | -45.2% | -15.7% |
| 1Y | -8.6% | +52.3% | -60.9% | -18.4% |
| All | +72.2% | +215.7% | -143.5% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling