-70.2%
CPNG vs CBRE
+78.9%
-149.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -5.4% | -7.2% | +1.8% | -1.6% |
| 30D | -11.1% | -6.4% | -4.7% | -8.1% |
| 3M | -3.0% | +2.9% | -5.9% | -5.3% |
| 6M | -23.5% | +2.5% | -26.0% | -25.6% |
| YTD | -37.8% | -14.2% | -23.6% | -34.0% |
| 1Y | -54.3% | -15.1% | -39.2% | -51.4% |
| 3Y | -20.8% | +61.9% | -82.7% | -45.9% |
| 5Y | -51.1% | +42.4% | -93.5% | -67.1% |
| All | -70.2% | +78.9% | -149.1% | -79.7% |
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