+299.6%
CG vs CBRE
+601.7%
-302.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | 0.0% |
| 7D | +2.0% | -0.5% | +2.5% | +2.4% |
| 30D | +8.5% | +3.1% | +5.5% | +6.5% |
| 3M | -12.1% | -6.4% | -5.8% | -9.1% |
| 6M | -16.4% | -7.9% | -8.6% | -13.4% |
| YTD | -28.0% | -16.2% | -11.8% | -21.6% |
| 1Y | -18.9% | -11.2% | -7.7% | -14.7% |
| 3Y | +51.2% | +83.4% | -32.2% | +4.9% |
| 5Y | -15.9% | +28.4% | -44.3% | -29.1% |
| 10Y | +305.9% | +386.8% | -80.9% | +79.9% |
| All | +299.6% | +601.7% | -302.0% | +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