+2,272.4%
CDNS vs CBRE
+1,992.7%
+279.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | +7.0% | -2.8% | +9.8% | +8.0% |
| 30D | -0.3% | +2.2% | -2.5% | -1.3% |
| 3M | +3.2% | -10.1% | +13.2% | +6.0% |
| 6M | -6.9% | -8.0% | +1.1% | -5.4% |
| YTD | +6.6% | -17.6% | +24.2% | +11.9% |
| 1Y | +5.6% | -14.7% | +20.3% | +9.6% |
| 3Y | +27.4% | +80.4% | -52.9% | +3.2% |
| 5Y | +83.7% | +25.9% | +57.8% | +65.4% |
| 10Y | +1,215.9% | +379.5% | +836.4% | +653.2% |
| All | +2,272.4% | +1,992.7% | +279.6% | +587.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling