+282.1%
CME vs CBRE
+378.3%
-96.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.1% |
| 7D | -2.9% | -1.5% | -1.3% | -2.5% |
| 30D | +5.5% | -4.0% | +9.5% | +6.4% |
| 3M | +11.0% | +8.0% | +3.0% | +8.4% |
| 6M | -9.7% | +4.0% | -13.7% | -11.3% |
| YTD | +4.9% | -11.5% | +16.4% | +6.8% |
| 1Y | +10.1% | -13.0% | +23.1% | +12.4% |
| 3Y | +53.5% | +66.9% | -13.4% | +25.2% |
| 5Y | +77.2% | +45.0% | +32.1% | +47.9% |
| 10Y | +282.1% | +385.0% | -102.9% | +99.7% |
| All | +282.1% | +378.3% | -96.2% | +99.7% |
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