-44.8%
COMP vs CBRE
+85.3%
-130.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.2% |
| 7D | +1.4% | -2.0% | +3.3% | +3.6% |
| 30D | -13.3% | -2.2% | -11.1% | -11.2% |
| 3M | +41.1% | +12.9% | +28.2% | +21.4% |
| 6M | +17.2% | +4.3% | +12.9% | +12.0% |
| YTD | +5.2% | -8.0% | +13.3% | +15.3% |
| 1Y | +18.9% | -8.6% | +27.5% | +30.8% |
| 3Y | +215.9% | +71.9% | +144.0% | +50.0% |
| 5Y | -31.2% | +50.0% | -81.2% | -64.4% |
| All | -44.8% | +85.3% | -130.1% | -73.7% |
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