+1,008.7%
CCJ vs CBRE
+2,081.6%
-1,073.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +5.2% |
| 7D | +2.7% | +1.0% | +1.7% | +2.4% |
| 30D | -14.4% | +5.6% | -20.0% | -15.9% |
| 3M | -22.6% | -6.8% | -15.9% | -21.4% |
| 6M | -35.4% | -5.6% | -29.9% | -34.9% |
| YTD | -17.6% | -14.1% | -3.6% | -15.2% |
| 1Y | -18.1% | -9.5% | -8.7% | -17.0% |
| 3Y | +79.6% | +91.8% | -12.2% | +44.9% |
| 5Y | +175.3% | +30.3% | +144.9% | +145.9% |
| 10Y | +844.8% | +406.9% | +438.0% | +458.0% |
| All | +1,008.7% | +2,081.6% | -1,073.0% | +196.2% |
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