+27.3%
CBRE vs REPL
-35.0%
+62.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.8% | +1.2% | -3.0% | -1.8% |
| 30D | +3.3% | +92.2% | -88.9% | +1.9% |
| 3M | -12.4% | +44.1% | -56.5% | -13.1% |
| 6M | -5.4% | +313.0% | -318.4% | -10.1% |
| YTD | -17.2% | +125.2% | -142.4% | -21.4% |
| 1Y | -13.1% | +143.8% | -156.9% | -17.8% |
| 3Y | +81.6% | +104.2% | -22.6% | +48.1% |
| All | +27.3% | -35.0% | +62.3% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling