+343.1%
CCEP vs CBRE
+379.0%
-36.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +2.1% | -1.8% | +3.9% | +2.7% |
| 30D | +10.6% | +3.3% | +7.3% | +9.0% |
| 3M | +10.3% | -12.4% | +22.7% | +15.1% |
| 6M | +31.1% | -5.4% | +36.4% | +32.5% |
| YTD | +32.1% | -17.2% | +49.3% | +38.5% |
| 1Y | +32.8% | -13.1% | +45.9% | +36.5% |
| 3Y | +111.3% | +81.6% | +29.8% | +55.7% |
| 5Y | +147.5% | +26.4% | +121.1% | +107.7% |
| All | +343.1% | +379.0% | -36.0% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling