+199.7%
CBRE vs REPL
-6.0%
+205.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -1.9% |
| 30D | -2.2% | +27.1% | -29.3% | -3.2% |
| 3M | +12.9% | +52.4% | -39.5% | +9.0% |
| 6M | +4.3% | +107.4% | -103.1% | -5.5% |
| YTD | -8.0% | +54.7% | -62.8% | -15.3% |
| 1Y | -8.6% | +158.9% | -167.4% | -21.2% |
| 3Y | +71.9% | -23.7% | +95.6% | +41.6% |
| 5Y | +50.0% | -54.3% | +104.4% | +26.1% |
| All | +199.7% | -6.0% | +205.7% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling