+1,132.4%
CCEP vs CBRE
+2,234.5%
-1,102.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -3.1% | -2.0% | -1.1% | -2.7% |
| 30D | -2.6% | -2.2% | -0.4% | -2.3% |
| 3M | +14.9% | +12.9% | +2.0% | +12.1% |
| 6M | +2.3% | +4.3% | -2.1% | +1.2% |
| YTD | +17.8% | -8.0% | +25.9% | +18.8% |
| 1Y | +24.2% | -8.6% | +32.8% | +25.3% |
| 3Y | +84.7% | +71.9% | +12.8% | +62.3% |
| 5Y | +103.2% | +50.0% | +53.2% | +82.1% |
| 10Y | +257.4% | +390.1% | -132.7% | +155.7% |
| All | +1,132.4% | +2,234.5% | -1,102.1% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling