+174.7%
CBRE vs REPL
+35.1%
+139.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.6% | -0.9% |
| 7D | +5.2% | +22.8% | -17.6% | +4.3% |
| 30D | +6.2% | +63.8% | -57.6% | +4.1% |
| 3M | -8.1% | +68.1% | -76.2% | -10.2% |
| 6M | -6.6% | +528.5% | -535.1% | -17.3% |
| YTD | -15.7% | +122.4% | -138.2% | -23.6% |
| 1Y | -9.7% | +154.4% | -164.0% | -18.9% |
| 3Y | +80.4% | +68.0% | +12.4% | +39.5% |
| 5Y | +27.0% | -35.4% | +62.4% | +5.5% |
| All | +174.7% | +35.1% | +139.6% | +86.6% |
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