+518.2%
CEG vs CBRE
+32.7%
+485.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -4.7% | +5.2% | -9.9% | -6.5% |
| 30D | -16.6% | +6.2% | -22.8% | -18.5% |
| 3M | -4.1% | -8.1% | +4.0% | -2.1% |
| 6M | -22.3% | -6.6% | -15.7% | -21.5% |
| YTD | -28.9% | -15.7% | -13.2% | -26.4% |
| 1Y | -28.5% | -9.7% | -18.8% | -27.9% |
| 3Y | +104.3% | +80.4% | +23.9% | +53.2% |
| All | +518.2% | +32.7% | +485.6% | +389.1% |
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 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