+9.5%
CNC vs CBRE
+39.8%
-30.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | -3.9% | -7.2% | +3.4% | -2.5% |
| 30D | +0.8% | -6.4% | +7.2% | +2.0% |
| 3M | +0.1% | +2.9% | -2.8% | -0.8% |
| 6M | +79.7% | +2.5% | +77.1% | +77.4% |
| YTD | +58.9% | -14.2% | +73.1% | +62.1% |
| 1Y | +109.1% | -15.1% | +124.3% | +113.5% |
| 3Y | 0.0% | +61.9% | -61.9% | -14.4% |
| 5Y | +9.5% | +42.4% | -32.9% | -4.1% |
| All | +9.5% | +39.8% | -30.3% | -4.1% |
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