+34.7%
CMS vs CBRE
+26.4%
+8.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -1.3% | +5.2% | -6.5% | -2.2% |
| 30D | +6.3% | +6.2% | +0.1% | +5.0% |
| 3M | -2.1% | -8.1% | +6.0% | -0.8% |
| 6M | -5.1% | -6.6% | +1.6% | -4.4% |
| YTD | +1.3% | -15.7% | +17.0% | +3.3% |
| 1Y | -1.4% | -9.7% | +8.3% | -1.0% |
| 3Y | +36.9% | +80.4% | -43.5% | +15.0% |
| All | +34.7% | +26.4% | +8.3% | +15.4% |
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 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