+471.1%
CBRE vs QID
-100.0%
+571.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -1.6% |
| 7D | -0.5% | +1.8% | -2.3% | +1.2% |
| 30D | +3.1% | +21.6% | -18.6% | +17.9% |
| 3M | -6.4% | +12.6% | -19.0% | +2.4% |
| 6M | -7.9% | +6.9% | -14.8% | -2.3% |
| YTD | -16.2% | -20.5% | +4.3% | -25.6% |
| 1Y | -11.2% | -18.1% | +6.9% | -19.3% |
| 3Y | +83.4% | -70.7% | +154.1% | -7.9% |
| 5Y | +28.4% | -77.2% | +105.7% | -32.1% |
| 10Y | +386.8% | -99.0% | +485.8% | -73.1% |
| All | +471.1% | -100.0% | +571.1% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling