-65.0%
CBRS vs CBRE
-5.5%
-59.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.4% | +10.8% | +11.3% |
| 7D | +21.2% | -1.8% | +23.0% | +20.9% |
| 30D | -23.2% | +3.3% | -26.5% | -21.8% |
| 3M | -52.9% | -12.4% | -40.6% | -54.3% |
| All | -65.0% | -5.5% | -59.5% | -66.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling