-25.9%
CCJ vs CBRE
-6.2%
-19.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -2.2% |
| 7D | -14.5% | +14.1% | -28.6% | -17.4% |
| 30D | -18.1% | +9.0% | -27.1% | -19.9% |
| 3M | -23.0% | -6.6% | -16.4% | -21.7% |
| 6M | -39.4% | +0.8% | -40.1% | -39.6% |
| YTD | -21.7% | -12.2% | -9.4% | -21.7% |
| 1Y | -25.9% | -6.8% | -19.1% | -29.7% |
| All | -25.9% | -6.2% | -19.7% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling