+364.6%
CBRE vs CPB
-40.8%
+405.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -2.8% | -5.8% | +3.0% | -2.1% |
| 30D | +2.2% | +16.5% | -14.3% | +0.4% |
| 3M | -10.1% | -1.1% | -9.0% | -10.1% |
| 6M | -8.0% | +11.5% | -19.5% | -9.3% |
| YTD | -17.6% | -15.7% | -1.8% | -16.4% |
| 1Y | -14.7% | -24.7% | +10.0% | -12.5% |
| 3Y | +80.4% | -37.3% | +117.6% | +87.3% |
| 5Y | +25.9% | -35.0% | +60.9% | +29.8% |
| All | +364.6% | -40.8% | +405.3% | +335.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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