+19.6%
CME vs CBRE
-6.2%
+25.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +1.1% |
| 7D | +4.8% | +14.1% | -9.2% | +3.8% |
| 30D | +14.2% | +9.0% | +5.1% | +13.3% |
| 3M | +17.9% | -6.6% | +24.5% | +18.1% |
| 6M | +7.2% | +0.8% | +6.5% | +6.8% |
| YTD | +16.7% | -12.2% | +29.0% | +17.1% |
| 1Y | +19.6% | -6.8% | +26.4% | +19.3% |
| All | +19.6% | -6.2% | +25.7% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling