+2,317.2%
CBRE vs WY
+119.2%
+2,198.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.3% |
| 7D | -2.0% | -1.7% | -0.2% | -0.5% |
| 30D | -2.2% | -10.1% | +7.9% | +7.3% |
| 3M | +12.9% | -5.1% | +18.0% | +16.8% |
| 6M | +4.3% | -4.8% | +9.1% | +6.9% |
| YTD | -8.0% | -0.2% | -7.8% | -10.9% |
| 1Y | -8.6% | -6.6% | -1.9% | -6.9% |
| 3Y | +71.9% | -22.7% | +94.6% | +101.8% |
| 5Y | +50.0% | -22.2% | +72.2% | +69.0% |
| 10Y | +390.1% | +7.3% | +382.8% | +219.5% |
| All | +2,317.2% | +119.2% | +2,198.0% | +617.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling