+2,317.2%
CBRE vs CASY
+5,539.8%
-3,222.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.2% | -11.3% | +9.2% | +3.6% |
| 3M | +12.9% | -0.6% | +13.6% | +9.7% |
| 6M | +4.3% | +10.7% | -6.4% | -5.1% |
| YTD | -8.0% | +37.1% | -45.2% | -25.8% |
| 1Y | -8.6% | +52.3% | -60.9% | -30.7% |
| 3Y | +71.9% | +215.2% | -143.3% | -17.3% |
| 5Y | +50.0% | +276.5% | -226.5% | -36.6% |
| 10Y | +390.1% | +508.4% | -118.3% | +45.0% |
| All | +2,317.2% | +5,539.8% | -3,222.6% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling