+302.3%
CCEP vs CBRE
+421.6%
-119.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.5% |
| 7D | +1.7% | +1.0% | +0.6% | +1.3% |
| 30D | +12.7% | +5.6% | +7.1% | +10.2% |
| 3M | +8.5% | -6.8% | +15.3% | +10.7% |
| 6M | +25.6% | -5.6% | +31.1% | +27.1% |
| YTD | +30.9% | -14.1% | +45.0% | +35.4% |
| 1Y | +32.0% | -9.5% | +41.4% | +33.6% |
| 3Y | +110.9% | +91.8% | +19.2% | +52.5% |
| 5Y | +138.5% | +30.3% | +108.1% | +98.3% |
| 10Y | +302.3% | +406.9% | -104.5% | +137.9% |
| All | +302.3% | +421.6% | -119.3% | +137.9% |
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