+223.2%
CP vs CBRE
+378.3%
-155.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.9% |
| 7D | +2.4% | -1.5% | +4.0% | +3.0% |
| 30D | -0.5% | -4.0% | +3.5% | +0.8% |
| 3M | +1.4% | +8.0% | -6.6% | -2.1% |
| 6M | +10.3% | +4.0% | +6.3% | +7.7% |
| YTD | +24.3% | -11.5% | +35.8% | +27.8% |
| 1Y | +20.4% | -13.0% | +33.5% | +24.4% |
| 3Y | +21.8% | +66.9% | -45.1% | -5.8% |
| 5Y | +31.5% | +45.0% | -13.5% | +5.2% |
| 10Y | +223.2% | +385.0% | -161.8% | +66.3% |
| All | +223.2% | +378.3% | -155.1% | +66.3% |
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