+271.0%
CG vs CBRE
+376.9%
-106.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.3% |
| 7D | -1.5% | -2.8% | +1.3% | +0.4% |
| 30D | +5.7% | +2.2% | +3.5% | +4.0% |
| 3M | -17.9% | -10.1% | -7.8% | -12.4% |
| 6M | -20.2% | -8.0% | -12.2% | -16.9% |
| YTD | -32.0% | -17.6% | -14.4% | -24.6% |
| 1Y | -27.0% | -14.7% | -12.3% | -20.9% |
| 3Y | +42.8% | +80.4% | -37.6% | -5.9% |
| 5Y | -23.4% | +25.9% | -49.3% | -37.0% |
| All | +271.0% | +376.9% | -106.0% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling