+1,333.6%
CNC vs CBRE
+2,234.5%
-900.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +3.5% | -2.0% | +5.5% | +3.9% |
| 30D | +0.1% | -2.2% | +2.3% | +0.4% |
| 3M | +6.9% | +12.9% | -6.0% | +3.9% |
| 6M | +49.0% | +4.3% | +44.7% | +46.9% |
| YTD | +62.9% | -8.0% | +71.0% | +64.2% |
| 1Y | +134.0% | -8.6% | +142.6% | +135.7% |
| 3Y | +9.4% | +71.9% | -62.5% | -5.0% |
| 5Y | +4.1% | +50.0% | -45.9% | -8.1% |
| 10Y | +95.4% | +390.1% | -294.7% | +32.8% |
| All | +1,333.6% | +2,234.5% | -900.8% | +409.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling