+27.8%
CBRE vs CASY
+250.1%
-222.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +5.2% | +1.1% | +4.1% | +4.9% |
| 30D | +6.2% | +8.7% | -2.5% | +4.4% |
| 3M | -8.1% | -17.3% | +9.2% | -4.8% |
| 6M | -6.6% | -19.7% | +13.1% | -3.2% |
| YTD | -15.7% | +24.8% | -40.6% | -23.7% |
| 1Y | -9.7% | +31.9% | -41.6% | -19.7% |
| 3Y | +80.4% | +155.4% | -75.0% | +27.4% |
| All | +27.8% | +250.1% | -222.3% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling