+406.9%
CBRE vs CPB
-39.9%
+446.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.1% |
| 7D | +1.0% | +3.3% | -2.2% | +0.6% |
| 30D | +5.6% | +19.0% | -13.4% | +3.5% |
| 3M | -6.8% | +0.4% | -7.2% | -7.0% |
| 6M | -5.6% | +13.0% | -18.5% | -7.1% |
| YTD | -14.1% | -12.7% | -1.3% | -13.2% |
| 1Y | -9.5% | -20.9% | +11.4% | -7.7% |
| 3Y | +91.8% | -35.4% | +127.2% | +98.4% |
| 5Y | +30.3% | -32.3% | +62.6% | +33.8% |
| 10Y | +406.9% | -40.5% | +447.4% | +387.0% |
| All | +406.9% | -39.9% | +446.8% | +387.0% |
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