+79.6%
CCJ vs CBRE
+85.6%
-6.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +5.2% |
| 7D | +2.7% | +1.0% | +1.7% | +2.5% |
| 30D | -14.4% | +5.6% | -20.0% | -15.7% |
| 3M | -22.6% | -6.8% | -15.9% | -21.4% |
| 6M | -35.4% | -5.6% | -29.9% | -34.8% |
| YTD | -17.6% | -14.1% | -3.6% | -15.4% |
| 1Y | -18.1% | -9.5% | -8.7% | -17.1% |
| 3Y | +79.6% | +91.8% | -12.2% | +77.1% |
| All | +79.6% | +85.6% | -6.1% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling