-15.2%
CBRE vs IRE
-98.0%
+82.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -33.9% | +30.6% | -3.2% |
| 7D | +6.0% | -57.1% | +63.2% | +6.4% |
| 30D | +4.4% | -84.4% | +88.8% | +5.4% |
| 3M | -9.8% | -85.0% | +75.2% | -8.9% |
| 6M | -4.4% | -95.2% | +90.9% | -2.9% |
| YTD | -15.2% | -93.9% | +78.7% | -15.1% |
| 1Y | -9.1% | -98.8% | +89.7% | -11.4% |
| All | -15.2% | -98.0% | +82.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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