+1,278.0%
CI vs CBRE
+2,234.5%
-956.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +1.3% | -2.0% | +3.3% | +1.8% |
| 30D | +4.4% | -2.2% | +6.6% | +4.9% |
| 3M | +0.7% | +12.9% | -12.3% | -2.6% |
| 6M | +0.3% | +4.3% | -4.0% | -1.2% |
| YTD | +3.8% | -8.0% | +11.9% | +4.8% |
| 1Y | -5.5% | -8.6% | +3.1% | -4.5% |
| 3Y | +8.1% | +71.9% | -63.8% | -8.7% |
| 5Y | +42.8% | +50.0% | -7.2% | +22.6% |
| 10Y | +143.9% | +390.1% | -246.2% | +53.4% |
| All | +1,278.0% | +2,234.5% | -956.5% | +330.3% |
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