+72.5%
CBRE vs S
-56.8%
+129.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.0% | -7.7% | +5.7% | -0.9% |
| 30D | -2.2% | -5.3% | +3.1% | -1.8% |
| 3M | +12.9% | +20.3% | -7.4% | +9.1% |
| 6M | +4.3% | +47.4% | -43.1% | -2.9% |
| YTD | -8.0% | +32.5% | -40.6% | -13.1% |
| 1Y | -8.6% | +9.5% | -18.1% | -11.5% |
| 3Y | +71.9% | +15.5% | +56.4% | +61.1% |
| 5Y | +50.0% | -71.2% | +121.2% | +47.5% |
| All | +72.5% | -56.8% | +129.2% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling