+1,381.8%
CCJ vs CBRE
+2,234.5%
-852.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.7% | -2.0% | +2.7% | +1.3% |
| 30D | +6.9% | -2.2% | +9.1% | +7.4% |
| 3M | -11.6% | +12.9% | -24.6% | -15.0% |
| 6M | -16.2% | +4.3% | -20.5% | -17.5% |
| YTD | +10.1% | -8.0% | +18.2% | +11.6% |
| 1Y | +32.3% | -8.6% | +40.8% | +34.1% |
| 3Y | +171.3% | +71.9% | +99.4% | +125.9% |
| 5Y | +372.4% | +50.0% | +322.4% | +307.1% |
| 10Y | +1,070.0% | +390.1% | +680.0% | +597.3% |
| All | +1,381.8% | +2,234.5% | -852.6% | +289.7% |
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