+31.2%
CDNS vs CBRE
+85.6%
-54.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +4.5% |
| 7D | +2.1% | +1.0% | +1.1% | +1.8% |
| 30D | -4.6% | +5.6% | -10.3% | -6.8% |
| 3M | -0.8% | -6.8% | +6.0% | +1.3% |
| 6M | -7.2% | -5.6% | -1.6% | -6.0% |
| YTD | +7.7% | -14.1% | +21.7% | +12.4% |
| 1Y | +3.5% | -9.5% | +13.0% | +5.7% |
| 3Y | +31.2% | +91.8% | -60.5% | +9.8% |
| All | +31.2% | +85.6% | -54.4% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling