+80.4%
CBRE vs CPB
-36.0%
+116.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +5.2% | +8.0% | -2.8% | +3.8% |
| 30D | +6.2% | +22.4% | -16.1% | +2.8% |
| 3M | -8.1% | +2.5% | -10.6% | -8.7% |
| 6M | -6.6% | +12.2% | -18.9% | -8.6% |
| YTD | -15.7% | -12.8% | -2.9% | -14.6% |
| 1Y | -9.7% | -19.2% | +9.5% | -7.4% |
| 3Y | +80.4% | -35.6% | +115.9% | +89.8% |
| All | +80.4% | -36.0% | +116.4% | +89.8% |
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 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