+897.3%
CCI vs CBRE
+2,028.3%
-1,130.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +2.3% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +12.2% | +3.1% | +9.1% | +11.0% |
| 3M | +23.1% | -6.4% | +29.5% | +24.5% |
| 6M | +1.3% | -7.9% | +9.1% | +2.6% |
| YTD | +4.5% | -16.2% | +20.7% | +7.4% |
| 1Y | +2.3% | -11.2% | +13.5% | +3.7% |
| 3Y | +9.8% | +83.4% | -73.6% | -7.8% |
| 5Y | -36.5% | +28.4% | -65.0% | -42.6% |
| 10Y | +64.7% | +386.8% | -322.1% | +4.4% |
| All | +897.3% | +2,028.3% | -1,130.9% | +277.3% |
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 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