-21.9%
CPNG vs CBRE
+63.2%
-85.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -7.6% | -1.7% | -5.9% | -7.1% |
| 30D | -8.8% | -3.0% | -5.9% | -7.8% |
| 3M | -7.2% | +2.6% | -9.9% | -8.5% |
| 6M | -21.5% | +2.0% | -23.5% | -22.7% |
| YTD | -37.4% | -13.1% | -24.3% | -34.9% |
| 1Y | -54.3% | -13.8% | -40.5% | -52.5% |
| All | -21.9% | +63.2% | -85.1% | -37.3% |
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 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