+124.0%
CNH vs CBRE
+421.6%
-297.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +9.9% |
| 7D | +8.6% | +1.0% | +7.5% | +8.0% |
| 30D | +12.6% | +5.6% | +6.9% | +9.0% |
| 3M | +17.5% | -6.8% | +24.3% | +20.8% |
| 6M | +18.1% | -5.6% | +23.7% | +19.8% |
| YTD | +40.4% | -14.1% | +54.5% | +47.0% |
| 1Y | +34.0% | -9.5% | +43.5% | +36.2% |
| 3Y | +35.3% | +91.8% | -56.5% | -14.4% |
| 5Y | -5.1% | +30.3% | -35.4% | -26.2% |
| 10Y | +124.0% | +406.9% | -282.8% | -6.8% |
| All | +124.0% | +421.6% | -297.6% | -6.8% |
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