+461.6%
CBRE vs QID
-100.0%
+561.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.2% |
| 7D | -2.8% | -11.8% | +9.0% | -10.2% |
| 30D | +2.2% | +14.2% | -12.0% | +12.3% |
| 3M | -10.1% | +8.8% | -18.9% | -3.9% |
| 6M | -8.0% | +1.5% | -9.5% | -5.7% |
| YTD | -17.6% | -23.8% | +6.2% | -28.8% |
| 1Y | -14.7% | -22.0% | +7.3% | -24.9% |
| 3Y | +80.4% | -71.9% | +152.2% | -11.8% |
| 5Y | +25.9% | -77.6% | +103.5% | -33.9% |
| 10Y | +379.5% | -99.1% | +478.6% | -74.2% |
| All | +461.6% | -100.0% | +561.6% | -97.5% |
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 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