+993.2%
CCJ vs CBRE
+2,024.9%
-1,031.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +3.7% | -4.6% | +8.3% | +5.1% |
| 30D | -13.7% | +3.0% | -16.7% | -14.6% |
| 3M | -24.7% | -8.7% | -16.0% | -23.1% |
| 6M | -38.1% | -7.9% | -30.2% | -37.2% |
| YTD | -18.8% | -16.3% | -2.5% | -15.7% |
| 1Y | -19.5% | -13.1% | -6.4% | -17.4% |
| 3Y | +75.9% | +83.1% | -7.2% | +43.8% |
| 5Y | +173.1% | +27.7% | +145.4% | +145.4% |
| 10Y | +813.5% | +386.9% | +426.6% | +445.5% |
| All | +993.2% | +2,024.9% | -1,031.7% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling