+34.8%
CNH vs CBRE
+487.4%
-452.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -1.7% | +5.2% | -6.9% | -4.4% |
| 30D | -7.2% | +6.2% | -13.5% | -10.5% |
| 3M | +6.5% | -8.1% | +14.6% | +10.2% |
| 6M | +7.9% | -6.6% | +14.5% | +9.9% |
| YTD | +26.6% | -15.7% | +42.3% | +33.7% |
| 1Y | +13.8% | -9.7% | +23.4% | +15.6% |
| 3Y | +9.2% | +80.4% | -71.2% | -27.0% |
| 5Y | -15.6% | +27.0% | -42.6% | -32.7% |
| 10Y | +119.2% | +412.9% | -293.7% | -17.5% |
| All | +34.8% | +487.4% | -452.5% | -51.1% |
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