-50.6%
CDE vs CBRE
+2,146.2%
-2,196.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -1.4% |
| 7D | +2.3% | -1.5% | +3.8% | +2.8% |
| 30D | +18.8% | -4.0% | +22.8% | +20.3% |
| 3M | +23.5% | +8.0% | +15.5% | +19.8% |
| 6M | -8.6% | +4.0% | -12.6% | -10.2% |
| YTD | +16.0% | -11.5% | +27.5% | +20.2% |
| 1Y | +42.1% | -13.0% | +55.1% | +48.1% |
| 3Y | +835.9% | +66.9% | +769.0% | +683.3% |
| 5Y | +197.6% | +45.0% | +152.6% | +158.9% |
| 10Y | +39.6% | +385.0% | -345.5% | -23.5% |
| All | -50.6% | +2,146.2% | -2,196.8% | -88.6% |
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