+385.0%
CBRE vs CPB
-45.7%
+430.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.8% | -5.6% | -4.0% |
| 7D | -1.5% | -8.2% | +6.7% | -0.6% |
| 30D | -4.0% | -5.6% | +1.6% | -3.4% |
| 3M | +8.0% | +3.0% | +5.0% | +7.5% |
| 6M | +4.0% | -12.7% | +16.7% | +5.2% |
| YTD | -11.5% | -18.0% | +6.5% | -9.9% |
| 1Y | -13.0% | -31.7% | +18.7% | -9.7% |
| 3Y | +66.9% | -41.0% | +107.8% | +74.6% |
| 5Y | +45.0% | -38.4% | +83.4% | +50.6% |
| 10Y | +385.0% | -45.0% | +430.0% | +397.3% |
| All | +385.0% | -45.7% | +430.7% | +397.3% |
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