+71.6%
CDNS vs CBRE
+45.8%
+25.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.8% | -1.1% |
| 7D | -9.2% | -1.5% | -7.7% | -8.6% |
| 30D | -16.3% | -4.0% | -12.3% | -14.9% |
| 3M | -27.9% | +8.0% | -35.9% | -31.3% |
| 6M | -4.3% | +4.0% | -8.3% | -7.2% |
| YTD | -9.1% | -11.5% | +2.4% | -5.2% |
| 1Y | -21.2% | -13.0% | -8.2% | -17.4% |
| 3Y | +19.4% | +66.9% | -47.5% | -12.8% |
| 5Y | +71.6% | +45.0% | +26.6% | +33.1% |
| All | +71.6% | +45.8% | +25.8% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling