+2,076.3%
CBRE vs WY
+98.2%
+1,978.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -1.0% |
| 7D | -1.8% | -0.8% | -1.0% | -1.1% |
| 30D | +3.3% | +10.1% | -6.8% | -5.3% |
| 3M | -12.4% | -15.4% | +3.0% | +0.6% |
| 6M | -5.4% | -8.3% | +3.0% | -0.2% |
| YTD | -17.2% | -9.8% | -7.4% | -13.1% |
| 1Y | -13.1% | -3.9% | -9.2% | -14.1% |
| 3Y | +81.6% | -23.3% | +104.9% | +112.6% |
| 5Y | +26.4% | -31.2% | +57.6% | +59.1% |
| 10Y | +381.6% | +5.5% | +376.1% | +212.4% |
| All | +2,076.3% | +98.2% | +1,978.2% | +599.6% |
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