-6.8%
CBRE vs WY
+0.3%
-7.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.5% | +2.4% |
| 7D | +14.1% | +13.3% | +0.7% | +10.0% |
| 30D | +9.0% | +17.6% | -8.6% | +4.2% |
| 3M | -6.6% | -15.0% | +8.4% | -3.7% |
| 6M | +0.8% | -5.9% | +6.7% | +1.9% |
| YTD | -12.2% | -5.7% | -6.5% | -12.5% |
| 1Y | -6.8% | -0.2% | -6.6% | -7.2% |
| All | -6.8% | +0.3% | -7.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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