+383.7%
CBRE vs WY
+7.2%
+376.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.4% | +0.4% |
| 7D | -7.2% | -3.7% | -3.5% | -5.1% |
| 30D | -6.4% | -11.3% | +4.9% | +0.5% |
| 3M | +2.9% | -8.1% | +11.1% | +7.6% |
| 6M | +2.5% | -7.4% | +10.0% | +6.3% |
| YTD | -14.2% | -4.7% | -9.5% | -13.3% |
| 1Y | -15.1% | -9.2% | -5.9% | -12.1% |
| 3Y | +61.9% | -24.7% | +86.6% | +86.7% |
| 5Y | +42.4% | -21.6% | +64.0% | +59.0% |
| All | +383.7% | +7.2% | +376.4% | +316.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling