+349.2%
CG vs CBRE
+390.7%
-41.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | +0.3% |
| 7D | -1.3% | -1.5% | +0.3% | -0.4% |
| 30D | -3.2% | -4.0% | +0.8% | -0.8% |
| 3M | +6.2% | +8.0% | -1.8% | 0.0% |
| 6M | -4.7% | +4.0% | -8.6% | -8.3% |
| YTD | -20.6% | -11.5% | -9.1% | -15.7% |
| 1Y | -26.4% | -13.0% | -13.4% | -20.9% |
| 3Y | +55.4% | +66.9% | -11.5% | +7.8% |
| 5Y | +9.8% | +45.0% | -35.2% | -16.8% |
| All | +349.2% | +390.7% | -41.5% | +73.9% |
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