+57.2%
CBRE vs S
-49.1%
+106.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | -0.5% | +1.4% | -1.9% | -0.8% |
| 30D | +3.1% | -10.8% | +13.9% | +4.4% |
| 3M | -6.4% | +5.4% | -11.8% | -7.9% |
| 6M | -7.9% | +41.2% | -49.1% | -13.8% |
| YTD | -16.2% | +56.2% | -72.4% | -23.1% |
| 1Y | -11.2% | +36.3% | -47.5% | -17.1% |
| 3Y | +83.4% | +49.4% | +34.0% | +64.9% |
| 5Y | +28.4% | -66.9% | +95.3% | +22.9% |
| All | +57.2% | -49.1% | +106.3% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling