+34.4%
CNH vs CBRE
-9.3%
+43.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +10.4% |
| 7D | +8.6% | +1.0% | +7.5% | +8.3% |
| 30D | +12.6% | +5.6% | +6.9% | +11.2% |
| 3M | +17.5% | -6.8% | +24.3% | +18.9% |
| 6M | +18.1% | -5.6% | +23.7% | +18.4% |
| YTD | +40.4% | -14.1% | +54.5% | +36.8% |
| All | +34.4% | -9.3% | +43.8% | +24.3% |
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