+176.8%
CCJ vs CBRE
+67.4%
+109.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.2% |
| 7D | +5.9% | -1.5% | +7.5% | +6.3% |
| 30D | +4.7% | -4.0% | +8.7% | +5.6% |
| 3M | -3.3% | +8.0% | -11.3% | -5.6% |
| 6M | -7.0% | +4.0% | -11.0% | -8.1% |
| YTD | +11.5% | -11.5% | +23.0% | +13.6% |
| 1Y | +32.3% | -13.0% | +45.3% | +35.3% |
| 3Y | +176.8% | +66.9% | +109.9% | +162.0% |
| All | +176.8% | +67.4% | +109.4% | +162.0% |
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