+50.2%
CG vs CBRE
+79.1%
-28.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.2% |
| 7D | -1.2% | +5.2% | -6.4% | -4.4% |
| 30D | +5.0% | +6.2% | -1.2% | +0.6% |
| 3M | -18.2% | -8.1% | -10.1% | -14.0% |
| 6M | -20.7% | -6.6% | -14.1% | -18.2% |
| YTD | -31.4% | -15.7% | -15.7% | -24.4% |
| 1Y | -22.3% | -9.7% | -12.6% | -18.8% |
| 3Y | +50.2% | +80.4% | -30.2% | -5.1% |
| All | +50.2% | +79.1% | -28.9% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling