+45.0%
CBRE vs QID
-80.8%
+125.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.7% |
| 7D | -1.5% | -2.7% | +1.2% | -2.4% |
| 30D | -4.0% | +1.8% | -5.8% | -3.3% |
| 3M | +8.0% | -2.2% | +10.2% | +7.8% |
| 6M | +4.0% | -32.1% | +36.1% | -8.4% |
| YTD | -11.5% | -28.6% | +17.0% | -20.2% |
| 1Y | -13.0% | -36.3% | +23.3% | -24.4% |
| 3Y | +66.9% | -74.4% | +141.3% | +11.8% |
| All | +45.0% | -80.8% | +125.7% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling