-69.9%
CPNG vs CBRE
+84.4%
-154.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.6% | -1.2% |
| 7D | -6.3% | -1.5% | -4.7% | -5.7% |
| 30D | -8.7% | -4.0% | -4.8% | -6.9% |
| 3M | -2.4% | +8.0% | -10.4% | -7.1% |
| 6M | -22.3% | +4.0% | -26.3% | -25.0% |
| YTD | -37.2% | -11.5% | -25.7% | -34.4% |
| 1Y | -53.0% | -13.0% | -40.0% | -50.6% |
| 3Y | -20.0% | +66.9% | -86.9% | -46.2% |
| 5Y | -52.8% | +45.0% | -97.8% | -68.8% |
| All | -69.9% | +84.4% | -154.4% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling