-9.0%
CBRE vs S
+38.4%
-47.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.0% | -6.1% | +1.2% |
| 7D | +1.0% | +1.6% | -0.5% | +0.9% |
| 30D | +5.6% | -10.5% | +16.1% | +6.5% |
| 3M | -6.8% | +9.9% | -16.7% | -8.4% |
| 6M | -5.6% | +41.8% | -47.3% | -11.3% |
| YTD | -14.1% | +56.8% | -70.9% | -22.3% |
| All | -9.0% | +38.4% | -47.3% | -16.6% |
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