+24.4%
CP vs CBRE
+26.4%
-2.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +2.8% | +5.2% | -2.4% | +1.1% |
| 30D | +10.2% | +6.2% | +4.0% | +7.8% |
| 3M | +2.4% | -8.1% | +10.4% | +4.7% |
| 6M | +7.7% | -6.6% | +14.3% | +9.1% |
| YTD | +26.0% | -15.7% | +41.7% | +30.9% |
| 1Y | +34.6% | -9.7% | +44.3% | +36.1% |
| 3Y | +26.7% | +80.4% | -53.7% | -5.0% |
| All | +24.4% | +26.4% | -2.0% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling