+63.2%
CME vs CBRE
+79.1%
-15.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +0.9% | +5.2% | -4.3% | +0.8% |
| 30D | +13.2% | +6.2% | +6.9% | +13.0% |
| 3M | +16.3% | -8.1% | +24.4% | +16.3% |
| 6M | +7.1% | -6.6% | +13.8% | +7.1% |
| YTD | +15.8% | -15.7% | +31.6% | +15.8% |
| 1Y | +17.1% | -9.7% | +26.7% | +17.2% |
| 3Y | +63.2% | +80.4% | -17.2% | +78.1% |
| All | +63.2% | +79.1% | -15.9% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling