+303.4%
CME vs CBRE
+379.0%
-75.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | +3.9% | -1.8% | +5.7% | +4.4% |
| 30D | +11.3% | +3.3% | +8.0% | +10.2% |
| 3M | +19.6% | -12.4% | +31.9% | +23.0% |
| 6M | +8.1% | -5.4% | +13.4% | +8.7% |
| YTD | +20.4% | -17.2% | +37.6% | +24.3% |
| 1Y | +16.5% | -13.1% | +29.6% | +18.6% |
| 3Y | +66.4% | +81.6% | -15.1% | +31.5% |
| 5Y | +74.5% | +26.4% | +48.0% | +51.8% |
| All | +303.4% | +379.0% | -75.6% | +121.7% |
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