+257.6%
CP vs CBRE
+421.6%
-164.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | +0.1% | +1.3% |
| 7D | +2.8% | +1.0% | +1.7% | +2.4% |
| 30D | +11.3% | +5.6% | +5.7% | +8.7% |
| 3M | +2.9% | -6.8% | +9.6% | +4.9% |
| 6M | +9.8% | -5.6% | +15.3% | +10.8% |
| YTD | +28.5% | -14.1% | +42.6% | +33.0% |
| 1Y | +33.5% | -9.5% | +43.0% | +35.2% |
| 3Y | +31.9% | +91.8% | -59.8% | -4.1% |
| 5Y | +25.5% | +30.3% | -4.8% | +4.3% |
| 10Y | +257.6% | +406.9% | -149.3% | +83.7% |
| All | +257.6% | +421.6% | -164.0% | +83.7% |
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 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