+1,166.2%
CDNS vs CBRE
+379.0%
+787.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | +1.0% | -1.8% | +2.7% | +1.7% |
| 30D | -2.0% | +3.3% | -5.3% | -3.7% |
| 3M | -0.2% | -12.4% | +12.1% | +4.5% |
| 6M | -8.9% | -5.4% | -3.5% | -8.2% |
| YTD | +3.3% | -17.2% | +20.5% | +9.7% |
| 1Y | +2.2% | -13.1% | +15.3% | +6.2% |
| 3Y | +22.4% | +81.6% | -59.2% | -8.4% |
| 5Y | +78.0% | +26.4% | +51.6% | +51.9% |
| All | +1,166.2% | +379.0% | +787.2% | +587.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling