+8.9%
CRCL vs CBRE
+10.3%
-1.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.7% |
| 7D | -11.2% | -5.0% | -6.3% | -8.5% |
| 30D | +27.1% | -4.7% | +31.8% | +30.1% |
| 3M | +9.6% | +6.5% | +3.1% | +4.8% |
| 6M | -19.7% | +6.1% | -25.7% | -22.5% |
| YTD | +14.2% | -12.6% | +26.9% | +21.5% |
| 1Y | -32.2% | -15.3% | -16.9% | -27.0% |
| All | +8.9% | +10.3% | -1.4% | +13.4% |
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