+49.3%
CL vs CBRE
+392.8%
-343.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.2% | -2.0% | -0.2% | -1.9% |
| 30D | -4.8% | -2.2% | -2.6% | -4.6% |
| 3M | +4.9% | +12.9% | -8.0% | +2.7% |
| 6M | -5.7% | +4.3% | -10.0% | -6.6% |
| YTD | +14.4% | -8.0% | +22.4% | +15.0% |
| 1Y | +8.7% | -8.6% | +17.3% | +9.4% |
| 3Y | +30.0% | +71.9% | -41.9% | +15.5% |
| 5Y | +28.4% | +50.0% | -21.6% | +15.3% |
| All | +49.3% | +392.8% | -343.5% | +10.4% |
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