+180.1%
CBRE vs REPL
+39.1%
+141.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.8% |
| 7D | +1.0% | +14.2% | -13.2% | +0.5% |
| 30D | +5.6% | +65.9% | -60.2% | +3.5% |
| 3M | -6.8% | +84.6% | -91.3% | -9.2% |
| 6M | -5.6% | +446.9% | -452.5% | -15.6% |
| YTD | -14.1% | +129.0% | -143.1% | -22.2% |
| 1Y | -9.5% | +167.9% | -177.4% | -18.9% |
| 3Y | +91.8% | +93.9% | -2.1% | +46.4% |
| 5Y | +30.3% | -33.0% | +63.3% | +8.0% |
| All | +180.1% | +39.1% | +141.0% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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