+654.0%
CBRE vs INDA
+115.1%
+538.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.4% |
| 30D | -2.2% | -0.8% | -1.4% | -1.7% |
| 3M | +12.9% | +3.9% | +9.0% | +10.1% |
| 6M | +4.3% | -0.7% | +5.0% | +4.6% |
| YTD | -8.0% | -7.7% | -0.4% | -3.4% |
| 1Y | -8.6% | -5.1% | -3.5% | -5.7% |
| 3Y | +71.9% | +13.6% | +58.2% | +57.3% |
| 5Y | +50.0% | +7.8% | +42.2% | +42.8% |
| 10Y | +390.1% | +84.6% | +305.4% | +227.9% |
| All | +654.0% | +115.1% | +538.8% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling