+37.9%
CP vs CBRE
+84.7%
-46.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.7% | -4.6% | +3.9% | +0.5% |
| 30D | +9.6% | +3.0% | +6.7% | +8.6% |
| 3M | +2.2% | -8.7% | +11.0% | +4.3% |
| 6M | +11.1% | -7.9% | +19.0% | +12.8% |
| YTD | +28.2% | -16.3% | +44.5% | +32.5% |
| 1Y | +32.2% | -13.1% | +45.3% | +34.8% |
| All | +37.9% | +84.7% | -46.9% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling