+175.3%
CCJ vs CBRE
+30.4%
+144.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +5.0% |
| 7D | +2.7% | +1.0% | +1.7% | +2.3% |
| 30D | -14.4% | +5.6% | -20.0% | -16.4% |
| 3M | -22.6% | -6.8% | -15.9% | -21.0% |
| 6M | -35.4% | -5.6% | -29.9% | -34.7% |
| YTD | -17.6% | -14.1% | -3.6% | -14.3% |
| 1Y | -18.1% | -9.5% | -8.7% | -16.8% |
| 3Y | +79.6% | +91.8% | -12.2% | +25.1% |
| 5Y | +175.3% | +30.3% | +144.9% | +133.4% |
| All | +175.3% | +30.4% | +144.9% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling