-13.0%
CBRE vs CPB
-31.9%
+18.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.8% | -5.6% | -4.1% |
| 7D | -1.5% | -8.2% | +6.7% | -0.1% |
| 30D | -4.0% | -5.6% | +1.6% | -3.3% |
| 3M | +8.0% | +3.0% | +5.0% | +7.2% |
| 6M | +4.0% | -12.7% | +16.7% | +4.9% |
| YTD | -11.5% | -18.0% | +6.5% | -9.8% |
| 1Y | -13.0% | -31.7% | +18.7% | -10.1% |
| All | -13.0% | -31.9% | +18.9% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling