+66.7%
CBRE vs WY
-22.6%
+89.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.3% | -3.0% |
| 7D | -1.5% | -2.1% | +0.5% | -0.4% |
| 30D | -4.0% | -10.5% | +6.5% | +2.1% |
| 3M | +8.0% | -4.9% | +12.9% | +10.5% |
| 6M | +4.0% | -4.9% | +8.9% | +6.1% |
| YTD | -11.5% | -1.7% | -9.9% | -12.7% |
| 1Y | -13.0% | -9.4% | -3.6% | -9.4% |
| All | +66.7% | -22.6% | +89.3% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling