+1,235.1%
CDNS vs CBRE
+388.5%
+846.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.5% |
| 7D | +2.4% | -0.5% | +3.0% | +2.7% |
| 30D | -6.0% | +3.1% | -9.1% | -7.5% |
| 3M | -0.1% | -6.4% | +6.3% | +1.8% |
| 6M | -8.6% | -7.9% | -0.7% | -6.7% |
| YTD | +6.1% | -16.2% | +22.3% | +12.0% |
| 1Y | +0.8% | -11.2% | +12.0% | +3.8% |
| 3Y | +26.8% | +83.4% | -56.6% | -5.4% |
| 5Y | +86.9% | +28.4% | +58.4% | +58.5% |
| 10Y | +1,235.1% | +386.8% | +848.3% | +625.5% |
| All | +1,235.1% | +388.5% | +846.6% | +625.5% |
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