+1,339.9%
CI vs CBRE
+2,039.6%
-699.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -1.6% | +5.2% | -6.7% | -2.8% |
| 30D | +5.4% | +6.2% | -0.8% | +3.7% |
| 3M | +7.3% | -8.1% | +15.4% | +9.1% |
| 6M | +5.3% | -6.6% | +12.0% | +6.4% |
| YTD | +8.5% | -15.7% | +24.2% | +11.6% |
| 1Y | +17.1% | -9.7% | +26.8% | +18.4% |
| 3Y | +1.4% | +80.4% | -79.0% | -15.4% |
| 5Y | +50.5% | +27.0% | +23.4% | +34.3% |
| 10Y | +168.5% | +412.9% | -244.4% | +67.3% |
| All | +1,339.9% | +2,039.6% | -699.7% | +358.3% |
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