+2,115.4%
CBRE vs CASY
+5,034.1%
-2,918.7%
-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% | -0.5% |
| 7D | +5.2% | +1.1% | +4.1% | +4.5% |
| 30D | +6.2% | +8.7% | -2.5% | +1.6% |
| 3M | -8.1% | -17.3% | +9.2% | -0.4% |
| 6M | -6.6% | -19.7% | +13.1% | -0.1% |
| YTD | -15.7% | +24.8% | -40.6% | -29.5% |
| 1Y | -9.7% | +31.9% | -41.6% | -26.9% |
| 3Y | +80.4% | +155.4% | -75.0% | -3.1% |
| 5Y | +27.0% | +250.6% | -223.5% | -44.9% |
| 10Y | +412.9% | +556.8% | -143.9% | +42.3% |
| All | +2,115.4% | +5,034.1% | -2,918.7% | +81.3% |
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