+39.9%
CL vs CBRE
+26.4%
+13.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.1% |
| 7D | +1.3% | +5.2% | -3.8% | +0.7% |
| 30D | +11.4% | +6.2% | +5.1% | +10.4% |
| 3M | +4.4% | -8.1% | +12.5% | +5.4% |
| 6M | +10.8% | -6.6% | +17.4% | +11.4% |
| YTD | +25.1% | -15.7% | +40.9% | +26.8% |
| 1Y | +28.0% | -9.7% | +37.6% | +28.3% |
| 3Y | +37.6% | +80.4% | -42.8% | +22.6% |
| All | +39.9% | +26.4% | +13.5% | +30.4% |
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 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