-21.3%
CDNS vs CBRE
-14.3%
-7.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | -7.2% | -1.7% | -5.5% | -6.7% |
| 30D | -14.3% | -3.0% | -11.3% | -13.7% |
| 3M | -27.2% | +2.6% | -29.8% | -28.5% |
| 6M | -4.5% | +2.0% | -6.5% | -6.1% |
| YTD | -9.0% | -13.1% | +4.2% | -6.2% |
| 1Y | -21.3% | -13.8% | -7.5% | -17.9% |
| All | -21.3% | -14.3% | -7.0% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling