+142.2%
CI vs CBRE
+421.6%
-279.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +4.7% | +5.6% | -1.0% | +2.6% |
| 3M | +5.2% | -6.8% | +12.0% | +7.1% |
| 6M | +3.8% | -5.6% | +9.4% | +4.8% |
| YTD | +9.2% | -14.1% | +23.3% | +12.6% |
| 1Y | +14.3% | -9.5% | +23.7% | +15.7% |
| 3Y | +8.4% | +91.8% | -83.3% | -20.2% |
| 5Y | +50.0% | +30.3% | +19.7% | +25.5% |
| 10Y | +142.2% | +406.9% | -264.7% | +14.4% |
| All | +142.2% | +421.6% | -279.4% | +14.4% |
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