-70.5%
CBRS vs CBRE
+0.1%
-70.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.1% | -10.2% | -5.1% |
| 7D | -18.4% | +14.1% | -32.5% | -16.0% |
| 30D | -49.4% | +9.0% | -58.5% | -47.9% |
| 3M | -59.6% | -6.6% | -53.0% | -60.1% |
| All | -70.5% | +0.1% | -70.6% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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 · Available span rolling