+40.8%
CL vs CBRE
+27.5%
+13.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +11.8% | +3.1% | +8.7% | +11.2% |
| 3M | +5.9% | -6.4% | +12.3% | +6.6% |
| 6M | +13.3% | -7.9% | +21.2% | +14.1% |
| YTD | +27.1% | -16.2% | +43.3% | +28.9% |
| 1Y | +28.0% | -11.2% | +39.2% | +28.7% |
| 3Y | +39.4% | +83.4% | -44.0% | +23.8% |
| 5Y | +40.8% | +28.4% | +12.3% | +31.1% |
| All | +40.8% | +27.5% | +13.3% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling