+272.1%
CNQ vs CBRE
+43.6%
+228.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | +0.1% | -5.0% | +5.1% | +1.2% |
| 30D | +6.2% | -4.7% | +10.9% | +7.0% |
| 3M | +12.4% | +6.5% | +5.8% | +9.9% |
| 6M | +9.0% | +6.1% | +3.0% | +5.9% |
| YTD | +52.2% | -12.6% | +64.8% | +54.5% |
| 1Y | +65.0% | -15.3% | +80.3% | +68.8% |
| 3Y | +78.8% | +64.6% | +14.2% | +40.6% |
| All | +272.1% | +43.6% | +228.5% | +188.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling