-15.2%
CBRE vs WOLF
+45.7%
-60.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.4% |
| 7D | -0.5% | +17.0% | -17.5% | -0.6% |
| 30D | +3.1% | -14.3% | +17.4% | +3.1% |
| 3M | -6.4% | -10.5% | +4.1% | -6.4% |
| 6M | -7.9% | -43.7% | +35.8% | -8.3% |
| YTD | -16.2% | +50.7% | -66.8% | -17.6% |
| 1Y | -11.2% | +46.7% | -57.9% | -12.8% |
| All | -15.2% | +45.7% | -60.9% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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