+73.9%
CBRE vs CPB
-40.7%
+114.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.1% |
| 7D | -2.0% | -8.6% | +6.6% | -0.7% |
| 30D | -2.2% | -7.2% | +5.1% | -1.2% |
| 3M | +12.9% | +0.9% | +12.0% | +12.6% |
| 6M | +4.3% | -11.8% | +16.1% | +5.8% |
| YTD | -8.0% | -19.4% | +11.4% | -5.6% |
| 1Y | -8.6% | -30.4% | +21.8% | -4.3% |
| All | +73.9% | -40.7% | +114.7% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling