+84.1%
CL vs CBRE
+387.8%
-303.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.8% | -4.6% | +3.9% | 0.0% |
| 30D | +9.5% | +3.0% | +6.6% | +8.9% |
| 3M | +6.8% | -8.7% | +15.5% | +8.1% |
| 6M | +14.3% | -7.9% | +22.2% | +15.3% |
| YTD | +27.0% | -16.3% | +43.3% | +29.4% |
| 1Y | +26.3% | -13.1% | +39.4% | +27.8% |
| 3Y | +39.3% | +83.1% | -43.9% | +22.1% |
| 5Y | +41.5% | +27.7% | +13.8% | +30.5% |
| 10Y | +84.1% | +386.9% | -302.8% | +37.6% |
| All | +84.1% | +387.8% | -303.7% | +37.6% |
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