+1,983.3%
CDNS vs CBRE
+2,234.5%
-251.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -14.0% | -2.0% | -12.0% | -13.5% |
| 30D | -13.2% | -2.2% | -11.0% | -12.8% |
| 3M | -28.9% | +12.9% | -41.8% | -32.0% |
| 6M | -4.2% | +4.3% | -8.5% | -6.0% |
| YTD | -6.4% | -8.0% | +1.7% | -4.7% |
| 1Y | -16.2% | -8.6% | -7.7% | -14.7% |
| 3Y | +20.2% | +71.9% | -51.7% | -1.0% |
| 5Y | +76.6% | +50.0% | +26.6% | +51.1% |
| 10Y | +1,029.7% | +390.1% | +639.6% | +542.7% |
| All | +1,983.3% | +2,234.5% | -251.2% | +485.3% |
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