+105.2%
CNH vs CBRE
+379.0%
-273.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +3.0% | -1.8% | +4.8% | +4.1% |
| 30D | -0.6% | +3.3% | -3.9% | -2.5% |
| 3M | +14.6% | -12.4% | +27.0% | +21.9% |
| 6M | +11.8% | -5.4% | +17.1% | +13.2% |
| YTD | +30.4% | -17.2% | +47.6% | +39.3% |
| 1Y | +19.1% | -13.1% | +32.1% | +23.7% |
| 3Y | +30.2% | +81.6% | -51.4% | -15.1% |
| 5Y | -17.8% | +26.4% | -44.3% | -35.1% |
| All | +105.2% | +379.0% | -273.8% | -13.2% |
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 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