+149.5%
CNH vs CBRE
+378.3%
-228.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.8% | -1.8% | -3.6% |
| 7D | +8.8% | -1.5% | +10.3% | +9.6% |
| 30D | +24.7% | -4.0% | +28.7% | +26.9% |
| 3M | +27.3% | +8.0% | +19.3% | +21.0% |
| 6M | +23.2% | +4.0% | +19.2% | +19.1% |
| YTD | +48.9% | -11.5% | +60.5% | +54.4% |
| 1Y | +19.4% | -13.0% | +32.4% | +24.5% |
| 3Y | +7.8% | +66.9% | -59.1% | -25.4% |
| 5Y | +8.7% | +45.0% | -36.3% | -19.9% |
| 10Y | +149.5% | +385.0% | -235.5% | +3.1% |
| All | +149.5% | +378.3% | -228.8% | +3.1% |
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 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