+2,076.3%
CBRE vs ITOT
+879.2%
+1,197.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.1% |
| 7D | -1.8% | +2.5% | -4.2% | -5.9% |
| 30D | +3.3% | -1.7% | +5.0% | +6.0% |
| 3M | -12.4% | -3.4% | -9.0% | -7.3% |
| 6M | -5.4% | +2.1% | -7.5% | -9.8% |
| YTD | -17.2% | +11.5% | -28.7% | -32.2% |
| 1Y | -13.1% | +13.6% | -26.7% | -31.2% |
| 3Y | +81.6% | +77.2% | +4.4% | -36.5% |
| 5Y | +26.4% | +64.4% | -37.9% | -50.6% |
| 10Y | +381.6% | +288.6% | +93.0% | -67.4% |
| All | +2,076.3% | +879.2% | +1,197.2% | -64.0% |
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