+389.6%
CBRE vs QID
-99.2%
+488.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.6% |
| 7D | -1.7% | -1.9% | +0.3% | -2.3% |
| 30D | -3.0% | +1.7% | -4.7% | -2.2% |
| 3M | +2.6% | -3.9% | +6.5% | +1.6% |
| 6M | +2.0% | -30.0% | +32.0% | -10.1% |
| YTD | -13.1% | -28.2% | +15.1% | -22.1% |
| 1Y | -13.8% | -35.6% | +21.8% | -25.6% |
| 3Y | +63.9% | -74.3% | +138.1% | +6.8% |
| 5Y | +42.3% | -80.8% | +123.1% | -4.1% |
| All | +389.6% | -99.2% | +488.8% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling