+58.1%
CBRE vs S
-52.7%
+110.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.8% |
| 7D | +5.2% | -13.4% | +18.6% | +7.2% |
| 30D | +6.2% | -14.0% | +20.2% | +8.1% |
| 3M | -8.1% | +4.9% | -13.0% | -9.6% |
| 6M | -6.6% | +42.0% | -48.7% | -12.8% |
| YTD | -15.7% | +45.1% | -60.9% | -21.9% |
| 1Y | -9.7% | +33.1% | -42.7% | -15.4% |
| 3Y | +80.4% | +40.6% | +39.8% | +63.7% |
| 5Y | +27.0% | -67.5% | +94.5% | +22.8% |
| All | +58.1% | -52.7% | +110.7% | +58.3% |
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