+121.7%
CMS vs CBRE
+397.3%
-275.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -1.3% | +5.2% | -6.5% | -2.3% |
| 30D | +6.3% | +6.2% | +0.1% | +4.9% |
| 3M | -2.1% | -8.1% | +6.0% | -0.7% |
| 6M | -5.1% | -6.6% | +1.6% | -4.3% |
| YTD | +1.3% | -15.7% | +17.0% | +3.5% |
| 1Y | -1.4% | -9.7% | +8.3% | -0.8% |
| 3Y | +36.9% | +80.4% | -43.5% | +16.8% |
| 5Y | +32.5% | +27.0% | +5.5% | +19.4% |
| All | +121.7% | +397.3% | -275.6% | +62.0% |
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