+2,317.2%
CBRE vs CPB
+63.3%
+2,253.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.8% |
| 7D | -2.0% | -8.6% | +6.6% | +1.3% |
| 30D | -2.2% | -7.2% | +5.1% | +0.5% |
| 3M | +12.9% | +0.9% | +12.0% | +11.8% |
| 6M | +4.3% | -11.8% | +16.1% | +8.5% |
| YTD | -8.0% | -19.4% | +11.4% | -1.1% |
| 1Y | -8.6% | -30.4% | +21.8% | +4.0% |
| 3Y | +71.9% | -40.2% | +112.0% | +101.8% |
| 5Y | +50.0% | -39.5% | +89.5% | +69.5% |
| 10Y | +390.1% | -47.4% | +437.4% | +431.6% |
| All | +2,317.2% | +63.3% | +2,253.9% | +978.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling