-8.6%
CBRE vs S
+10.1%
-18.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.0% | -7.7% | +5.7% | -1.1% |
| 30D | -2.2% | -5.3% | +3.1% | -1.9% |
| 3M | +12.9% | +20.3% | -7.4% | +8.6% |
| 6M | +4.3% | +47.4% | -43.1% | -4.7% |
| YTD | -8.0% | +32.5% | -40.6% | -14.8% |
| 1Y | -8.6% | +9.5% | -18.1% | -12.6% |
| All | -8.6% | +10.1% | -18.7% | -12.6% |
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