+68.0%
CNH vs CBRE
+540.9%
-472.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.4% |
| 7D | +23.3% | -2.0% | +25.3% | +24.3% |
| 30D | +33.5% | -2.2% | +35.6% | +34.4% |
| 3M | +32.7% | +12.9% | +19.8% | +23.3% |
| 6M | +22.2% | +4.3% | +17.9% | +18.0% |
| YTD | +57.7% | -8.0% | +65.7% | +60.1% |
| 1Y | +28.0% | -8.6% | +36.5% | +29.9% |
| 3Y | +11.5% | +71.9% | -60.3% | -22.8% |
| 5Y | +11.9% | +50.0% | -38.1% | -18.0% |
| 10Y | +162.8% | +390.1% | -227.3% | +1.0% |
| All | +68.0% | +540.9% | -472.9% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling