-6.8%
CBRE vs S
+36.5%
-43.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +4.0% |
| 7D | +14.1% | -8.2% | +22.3% | +14.8% |
| 30D | +9.0% | -7.6% | +16.7% | +9.7% |
| 3M | -6.6% | +12.0% | -18.5% | -8.4% |
| 6M | +0.8% | +50.6% | -49.8% | -6.6% |
| YTD | -12.2% | +56.6% | -68.8% | -20.7% |
| 1Y | -6.8% | +39.2% | -46.1% | -14.5% |
| All | -6.8% | +36.5% | -43.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling