+222.5%
CP vs CBRE
+392.8%
-170.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -2.7% | -2.0% | -0.7% | -2.0% |
| 30D | +0.2% | -2.2% | +2.4% | +0.8% |
| 3M | +2.6% | +12.9% | -10.3% | -2.6% |
| 6M | +6.0% | +4.3% | +1.7% | +3.4% |
| YTD | +24.9% | -8.0% | +33.0% | +26.6% |
| 1Y | +20.1% | -8.6% | +28.7% | +21.7% |
| 3Y | +16.4% | +71.9% | -55.5% | -10.9% |
| 5Y | +31.7% | +50.0% | -18.3% | +4.1% |
| All | +222.5% | +392.8% | -170.3% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling