+27.7%
CBRE vs INDA
+10.5%
+17.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | -4.6% | +3.1% | -7.7% | -7.3% |
| 30D | +3.0% | +11.3% | -8.3% | -6.2% |
| 3M | -8.7% | +3.0% | -11.7% | -11.0% |
| 6M | -7.9% | +6.5% | -14.4% | -13.0% |
| YTD | -16.3% | -4.6% | -11.7% | -12.8% |
| 1Y | -13.1% | -5.8% | -7.4% | -8.5% |
| 3Y | +83.1% | +16.8% | +66.3% | +49.4% |
| 5Y | +27.7% | +10.4% | +17.3% | +10.2% |
| All | +27.7% | +10.5% | +17.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling