+8.8%
COMP vs CBRE
-11.8%
+20.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.9% |
| 7D | +2.2% | -4.6% | +6.8% | +7.6% |
| 30D | +16.3% | +3.0% | +13.4% | +13.3% |
| 3M | -19.1% | -8.7% | -10.4% | -10.7% |
| 6M | +17.1% | -7.9% | +25.0% | +27.5% |
| YTD | -2.9% | -16.3% | +13.4% | +15.9% |
| 1Y | +8.8% | -13.1% | +21.9% | +27.1% |
| All | +8.8% | -11.8% | +20.6% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling