+392.5%
CBRE vs QSR
+135.2%
+257.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | -5.0% | -4.0% | -1.0% | -3.0% |
| 30D | -4.7% | +2.8% | -7.4% | -5.9% |
| 3M | +6.5% | +5.1% | +1.4% | +3.9% |
| 6M | +6.1% | +8.8% | -2.7% | +1.2% |
| YTD | -12.6% | +14.8% | -27.4% | -19.0% |
| 1Y | -15.3% | +25.7% | -41.0% | -25.2% |
| 3Y | +64.6% | +27.5% | +37.1% | +40.3% |
| 5Y | +45.0% | +41.3% | +3.7% | +15.2% |
| All | +392.5% | +135.2% | +257.3% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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