+274.8%
CG vs CBRE
+379.0%
-104.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +0.2% | -1.8% | +1.9% | +1.4% |
| 30D | +11.2% | +3.3% | +7.9% | +8.6% |
| 3M | -22.1% | -12.4% | -9.7% | -15.5% |
| 6M | -17.9% | -5.4% | -12.6% | -16.2% |
| YTD | -31.3% | -17.2% | -14.1% | -24.0% |
| 1Y | -24.0% | -13.1% | -10.9% | -18.6% |
| 3Y | +45.0% | +81.6% | -36.6% | -4.8% |
| 5Y | -22.6% | +26.4% | -49.1% | -36.5% |
| All | +274.8% | +379.0% | -104.2% | +64.3% |
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 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