+78.8%
CNQ vs CBRE
+64.1%
+14.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | +0.1% | -5.0% | +5.1% | +0.5% |
| 30D | +6.2% | -4.7% | +10.9% | +6.4% |
| 3M | +12.4% | +6.5% | +5.8% | +11.2% |
| 6M | +9.0% | +6.1% | +3.0% | +7.3% |
| YTD | +52.2% | -12.6% | +64.8% | +53.5% |
| 1Y | +65.0% | -15.3% | +80.3% | +67.3% |
| 3Y | +78.8% | +64.6% | +14.2% | +53.4% |
| All | +78.8% | +64.1% | +14.7% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling