+2,427.2%
CME vs CBRE
+2,028.3%
+399.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.2% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | +10.2% | +3.1% | +7.1% | +8.9% |
| 3M | +17.8% | -6.4% | +24.1% | +19.4% |
| 6M | +11.0% | -7.9% | +18.9% | +12.5% |
| YTD | +17.0% | -16.2% | +33.2% | +20.8% |
| 1Y | +15.8% | -11.2% | +27.0% | +17.4% |
| 3Y | +61.8% | +83.4% | -21.6% | +28.2% |
| 5Y | +72.5% | +28.4% | +44.0% | +48.2% |
| 10Y | +288.0% | +386.8% | -98.8% | +112.6% |
| All | +2,427.2% | +2,028.3% | +399.0% | +727.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling