+65.9%
CBRE vs S
-57.8%
+123.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.5% |
| 7D | -1.5% | -5.8% | +4.3% | -0.7% |
| 30D | -4.0% | -9.2% | +5.2% | -3.0% |
| 3M | +8.0% | +23.4% | -15.4% | +4.0% |
| 6M | +4.0% | +36.9% | -33.0% | -2.1% |
| YTD | -11.5% | +29.5% | -41.1% | -16.1% |
| 1Y | -13.0% | +5.4% | -18.4% | -15.3% |
| 3Y | +66.9% | +14.7% | +52.2% | +56.6% |
| 5Y | +45.0% | -71.5% | +116.6% | +43.1% |
| All | +65.9% | -57.8% | +123.7% | +70.0% |
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