+305.5%
CG vs CBRE
+619.3%
-313.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +5.4% |
| 7D | +3.0% | +1.0% | +2.0% | +2.6% |
| 30D | +10.1% | +5.6% | +4.5% | +6.5% |
| 3M | -10.8% | -6.8% | -4.1% | -7.6% |
| 6M | -15.2% | -5.6% | -9.6% | -13.4% |
| YTD | -26.9% | -14.1% | -12.8% | -21.6% |
| 1Y | -17.0% | -9.5% | -7.6% | -13.7% |
| 3Y | +54.6% | +91.8% | -37.1% | +4.6% |
| 5Y | -16.7% | +30.3% | -47.1% | -30.5% |
| 10Y | +320.1% | +406.9% | -86.7% | +82.5% |
| All | +305.5% | +619.3% | -313.8% | +63.8% |
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