-13.0%
CBRE vs S
+4.5%
-17.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.5% |
| 7D | -1.5% | -5.8% | +4.3% | -0.8% |
| 30D | -4.0% | -9.2% | +5.2% | -3.2% |
| 3M | +8.0% | +23.4% | -15.4% | +3.4% |
| 6M | +4.0% | +36.9% | -33.0% | -3.6% |
| YTD | -11.5% | +29.5% | -41.1% | -17.8% |
| 1Y | -13.0% | +5.4% | -18.4% | -16.4% |
| All | -13.0% | +4.5% | -17.5% | -16.4% |
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