+2,635.6%
CNQ vs CBRE
+2,118.6%
+517.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.3% | -2.0% |
| 7D | -0.8% | -5.0% | +4.2% | +0.8% |
| 30D | +5.3% | -4.7% | +9.9% | +6.5% |
| 3M | +11.4% | +6.5% | +4.8% | +8.1% |
| 6M | +8.1% | +6.1% | +2.0% | +4.2% |
| YTD | +50.9% | -12.6% | +63.5% | +53.5% |
| 1Y | +63.6% | -15.3% | +78.9% | +67.6% |
| 3Y | +77.2% | +64.6% | +12.6% | +41.6% |
| 5Y | +282.5% | +45.0% | +237.6% | +213.7% |
| 10Y | +416.1% | +404.2% | +11.9% | +184.1% |
| All | +2,635.6% | +2,118.6% | +517.0% | +609.0% |
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