+19.4%
CNH vs CBRE
-12.5%
+31.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.8% | -1.8% | -4.8% |
| 7D | +8.8% | -1.5% | +10.3% | +9.2% |
| 30D | +24.7% | -4.0% | +28.7% | +25.5% |
| 3M | +27.3% | +8.0% | +19.3% | +25.0% |
| 6M | +23.2% | +4.0% | +19.2% | +21.2% |
| YTD | +48.9% | -11.5% | +60.5% | +46.9% |
| 1Y | +19.4% | -13.0% | +32.4% | +17.3% |
| All | +19.4% | -12.5% | +31.9% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling