+392.5%
CBRE vs ITOT
+303.4%
+89.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.8% |
| 7D | -5.0% | -0.9% | -4.1% | -3.9% |
| 30D | -4.7% | -1.5% | -3.2% | -2.9% |
| 3M | +6.5% | +3.6% | +3.0% | +2.0% |
| 6M | +6.1% | +13.7% | -7.6% | -9.5% |
| YTD | -12.6% | +12.9% | -25.5% | -24.6% |
| 1Y | -15.3% | +17.2% | -32.5% | -30.3% |
| 3Y | +64.6% | +75.6% | -11.0% | -17.6% |
| 5Y | +45.0% | +75.5% | -30.5% | -26.9% |
| All | +392.5% | +303.4% | +89.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling