+83.4%
CBRE vs QID
-71.7%
+155.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.1% |
| 7D | -0.5% | +1.8% | -2.3% | +0.3% |
| 30D | +3.1% | +21.6% | -18.6% | +9.0% |
| 3M | -6.4% | +12.6% | -19.0% | -2.8% |
| 6M | -7.9% | +6.9% | -14.8% | -5.3% |
| YTD | -16.2% | -20.5% | +4.3% | -20.7% |
| 1Y | -11.2% | -18.1% | +6.9% | -15.0% |
| 3Y | +83.4% | -70.7% | +154.1% | +27.5% |
| All | +83.4% | -71.7% | +155.1% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling