+795.6%
CCJ vs CBRE
+388.5%
+407.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.5% |
| 7D | +0.4% | -0.5% | +1.0% | +0.6% |
| 30D | -17.2% | +3.1% | -20.3% | -18.4% |
| 3M | -25.1% | -6.4% | -18.8% | -23.8% |
| 6M | -37.6% | -7.9% | -29.7% | -36.4% |
| YTD | -20.4% | -16.2% | -4.2% | -16.7% |
| 1Y | -22.5% | -11.2% | -11.3% | -20.7% |
| 3Y | +72.5% | +83.4% | -10.9% | +31.5% |
| 5Y | +179.9% | +28.4% | +151.4% | +139.4% |
| All | +795.6% | +388.5% | +407.1% | +374.6% |
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