+2,225.8%
CBRE vs ITOT
+895.3%
+1,330.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.8% |
| 7D | -1.5% | +0.7% | -2.2% | -2.6% |
| 30D | -4.0% | -1.1% | -2.9% | -2.1% |
| 3M | +8.0% | +3.9% | +4.1% | +0.6% |
| 6M | +4.0% | +14.7% | -10.8% | -18.9% |
| YTD | -11.5% | +13.3% | -24.9% | -29.3% |
| 1Y | -13.0% | +19.1% | -32.2% | -36.6% |
| 3Y | +66.9% | +77.3% | -10.4% | -41.4% |
| 5Y | +45.0% | +74.1% | -29.0% | -48.9% |
| 10Y | +385.0% | +293.1% | +91.9% | -67.7% |
| All | +2,225.8% | +895.3% | +1,330.4% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling