+639.7%
CEG vs CBRE
+39.3%
+600.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.3% |
| 7D | +6.7% | -1.5% | +8.2% | +7.1% |
| 30D | +11.0% | -4.0% | +15.0% | +12.2% |
| 3M | +19.5% | +8.0% | +11.5% | +15.5% |
| 6M | -5.9% | +4.0% | -9.8% | -8.0% |
| YTD | -15.0% | -11.5% | -3.4% | -12.9% |
| 1Y | +0.6% | -13.0% | +13.6% | +3.4% |
| 3Y | +180.6% | +66.9% | +113.7% | +118.9% |
| All | +639.7% | +39.3% | +600.4% | +478.3% |
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 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