+35.4%
CMS vs CBRE
+28.0%
+7.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -1.1% | -4.6% | +3.5% | -0.3% |
| 30D | +6.6% | +3.0% | +3.6% | +5.9% |
| 3M | +0.8% | -8.7% | +9.5% | +2.2% |
| 6M | -3.3% | -7.9% | +4.6% | -2.4% |
| YTD | +2.7% | -16.3% | +19.0% | +4.9% |
| 1Y | -4.0% | -13.1% | +9.1% | -2.8% |
| 3Y | +37.6% | +83.1% | -45.5% | +15.0% |
| 5Y | +35.4% | +27.7% | +7.7% | +16.2% |
| All | +35.4% | +28.0% | +7.4% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling