+383.7%
CBRE vs QID
-99.1%
+482.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -0.3% |
| 7D | -7.2% | +2.7% | -10.0% | -6.3% |
| 30D | -6.4% | +3.3% | -9.8% | -5.1% |
| 3M | +2.9% | -5.5% | +8.5% | +1.2% |
| 6M | +2.5% | -28.4% | +30.9% | -8.8% |
| YTD | -14.2% | -26.6% | +12.4% | -22.4% |
| 1Y | -15.1% | -34.1% | +19.0% | -26.1% |
| 3Y | +61.9% | -73.7% | +135.6% | +6.5% |
| 5Y | +42.4% | -80.7% | +123.1% | -3.8% |
| All | +383.7% | -99.1% | +482.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QID 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling