+136.2%
CMS vs CBRE
+376.9%
-240.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -1.3% | -2.8% | +1.5% | -0.7% |
| 30D | +5.3% | +2.2% | +3.0% | +4.6% |
| 3M | -0.3% | -10.1% | +9.7% | +1.4% |
| 6M | -4.0% | -8.0% | +4.0% | -3.0% |
| YTD | +2.1% | -17.6% | +19.7% | +4.8% |
| 1Y | -4.7% | -14.7% | +10.0% | -3.0% |
| 3Y | +36.8% | +80.4% | -43.5% | +16.5% |
| 5Y | +34.9% | +25.9% | +9.0% | +21.6% |
| All | +136.2% | +376.9% | -240.7% | +69.6% |
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