+593.1%
CEG vs CBRE
+30.3%
+562.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +12.1% | -1.8% | +13.9% | +12.8% |
| 30D | +0.2% | +3.3% | -3.1% | -1.1% |
| 3M | +0.7% | -12.4% | +13.1% | +4.5% |
| 6M | +2.2% | -5.4% | +7.6% | +2.8% |
| YTD | -20.3% | -17.2% | -3.1% | -17.0% |
| 1Y | -16.1% | -13.1% | -3.0% | -14.2% |
| 3Y | +134.7% | +81.6% | +53.1% | +75.2% |
| All | +593.1% | +30.3% | +562.7% | +451.6% |
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